Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 4.56% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 214'371 CHF | 89'748 CHF | 99.27% | 99.27% |
07.05.2024 | 4.67% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 209'411 CHF | 87'764 CHF | 99.27% | 99.27% |
06.05.2024 | 4.59% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 213'108 CHF | 89'243 CHF | 99.27% | 99.27% |
03.05.2024 | 4.81% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 202'873 CHF | 85'149 CHF | 99.11% | 99.11% |
02.05.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 178'959 CHF | 75'584 CHF | 99.24% | 99.24% |
30.04.2024 | 5.32% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 183'208 CHF | 77'283 CHF | 99.14% | 99.14% |
29.04.2024 | 4.88% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 200'015 CHF | 84'006 CHF | 99.07% | 99.07% |
26.04.2024 | 5.07% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 192'276 CHF | 80'910 CHF | 99.26% | 99.26% |
25.04.2024 | 5.40% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 180'364 CHF | 76'146 CHF | 98.32% | 98.32% |
24.04.2024 | 4.87% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 200'638 CHF | 84'255 CHF | 99.27% | 99.27% |