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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 7.24% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 99'930 CHF | 35'810 CHF | 98.42% | 98.42% |
06.05.2024 | 7.62% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 808'641 | 269'547 | 101'899 CHF | 36'662 CHF | 97.18% | 97.18% |
03.05.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 105'028 CHF | 37'510 CHF | 98.85% | 98.85% |
02.05.2024 | 6.95% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 797'760 | 265'920 | 110'804 CHF | 39'594 CHF | 99.27% | 99.27% |
30.04.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 116'145 CHF | 41'715 CHF | 99.52% | 99.52% |
29.04.2024 | 7.70% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 112'577 CHF | 40'526 CHF | 99.25% | 99.25% |
26.04.2024 | 8.39% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 103'027 CHF | 37'342 CHF | 99.58% | 99.58% |
25.04.2024 | 9.65% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 99'133 CHF | 43'653 CHF | 99.47% | 99.47% |
24.04.2024 | 20.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'971 CHF | 27'486 CHF | 99.59% | 99.59% |
23.04.2024 | 21.95% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'683 CHF | 25'342 CHF | 99.41% | 99.41% |