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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 110'191 CHF | 48'076 CHF | 94.83% | 94.83% |
10.05.2024 | 7.76% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 987'542 | 387'542 | 122'611 CHF | 51'880 CHF | 98.80% | 98.80% |
08.05.2024 | 6.88% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 953'073 | 353'073 | 133'867 CHF | 52'952 CHF | 99.07% | 99.07% |
07.05.2024 | 6.75% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 902'439 | 302'439 | 129'297 CHF | 46'351 CHF | 99.17% | 99.17% |
06.05.2024 | 7.11% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 992'299 | 392'299 | 134'671 CHF | 57'145 CHF | 98.79% | 98.79% |
03.05.2024 | 7.75% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 124'185 CHF | 53'674 CHF | 98.35% | 98.35% |
02.05.2024 | 7.48% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 128'845 CHF | 55'538 CHF | 98.86% | 98.86% |
30.04.2024 | 6.52% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 973'484 | 373'484 | 144'514 CHF | 59'083 CHF | 98.81% | 98.81% |
29.04.2024 | 7.17% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 134'693 CHF | 57'877 CHF | 99.08% | 99.08% |
26.04.2024 | 7.69% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 125'245 CHF | 54'098 CHF | 99.07% | 99.07% |