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 | 4.78% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 153'193 CHF | 53'564 CHF | 98.41% | 98.41% |
06.05.2024 | 4.98% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 147'183 CHF | 51'561 CHF | 96.83% | 96.83% |
03.05.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 158'081 CHF | 55'194 CHF | 98.87% | 98.87% |
02.05.2024 | 4.65% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 157'750 CHF | 55'083 CHF | 99.27% | 99.27% |
30.04.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 149'243 CHF | 52'248 CHF | 99.52% | 99.52% |
29.04.2024 | 5.03% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 145'575 CHF | 51'025 CHF | 99.56% | 99.56% |
26.04.2024 | 5.35% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 810'469 | 270'156 | 147'464 CHF | 51'856 CHF | 97.70% | 97.70% |
25.04.2024 | 6.10% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 928'417 | 328'417 | 147'665 CHF | 55'398 CHF | 99.49% | 99.49% |
24.04.2024 | 10.50% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'282 CHF | 50'141 CHF | 99.61% | 99.61% |
23.04.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'467 CHF | 49'733 CHF | 99.37% | 99.37% |