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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 5.98% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 878'384 | 292'795 | 142'395 CHF | 50'393 CHF | 99.57% | 99.57% |
08.05.2024 | 6.26% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 139'512 CHF | 49'504 CHF | 99.32% | 99.32% |
07.05.2024 | 8.06% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 985'448 | 385'448 | 117'629 CHF | 49'771 CHF | 99.47% | 99.47% |
06.05.2024 | 7.65% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 985'421 | 385'421 | 123'989 CHF | 52'310 CHF | 99.43% | 99.43% |
03.05.2024 | 7.21% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 914'430 | 314'430 | 122'454 CHF | 45'188 CHF | 99.36% | 99.36% |
02.05.2024 | 7.04% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 908'537 | 308'537 | 124'669 CHF | 45'382 CHF | 99.36% | 99.36% |
30.04.2024 | 6.31% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 138'361 CHF | 49'120 CHF | 99.33% | 99.33% |
29.04.2024 | 6.48% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 134'545 CHF | 47'848 CHF | 99.35% | 99.35% |
26.04.2024 | 7.14% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 966'831 | 366'831 | 130'787 CHF | 53'125 CHF | 99.55% | 99.55% |
25.04.2024 | 6.27% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 995'235 | 395'235 | 154'164 CHF | 65'132 CHF | 99.48% | 99.48% |