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 | 6.35% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 153'093 CHF | 81'546 CHF | 98.95% | 98.95% |
06.05.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 161'933 CHF | 85'967 CHF | 99.01% | 99.01% |
03.05.2024 | 6.35% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 152'611 CHF | 81'306 CHF | 98.93% | 98.93% |
02.05.2024 | 5.86% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'914 | 166'053 CHF | 88'012 CHF | 98.69% | 98.69% |
30.04.2024 | 4.60% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 213'000 CHF | 111'500 CHF | 98.93% | 98.93% |
29.04.2024 | 5.70% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 999'318 | 499'875 | 173'369 CHF | 91'734 CHF | 98.51% | 98.51% |
26.04.2024 | 8.05% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'687 CHF | 64'844 CHF | 98.63% | 98.63% |
25.04.2024 | 10.67% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'053 CHF | 49'526 CHF | 95.77% | 95.77% |
24.04.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 999'646 | 500'000 | 89'817 CHF | 49'926 CHF | 95.07% | 95.07% |
23.04.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 97.64% | 97.64% |