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 | 9.23% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 103'488 CHF | 56'744 CHF | 99.36% | 99.36% |
06.05.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'881 CHF | 59'940 CHF | 99.38% | 99.38% |
03.05.2024 | 8.31% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 115'594 CHF | 62'797 CHF | 99.31% | 99.31% |
02.05.2024 | 8.14% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 491'719 | 118'045 CHF | 62'877 CHF | 99.37% | 99.37% |
30.04.2024 | 7.49% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 416'804 | 128'582 CHF | 57'621 CHF | 99.39% | 99.39% |
29.04.2024 | 7.71% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 458'335 | 124'977 CHF | 61'655 CHF | 99.35% | 99.35% |
26.04.2024 | 8.33% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 115'370 CHF | 62'685 CHF | 97.44% | 97.44% |
25.04.2024 | 7.65% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 126'098 CHF | 68'049 CHF | 99.06% | 99.06% |
24.04.2024 | 9.46% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 101'024 CHF | 55'512 CHF | 99.62% | 99.62% |
23.04.2024 | 9.87% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 96'590 CHF | 53'295 CHF | 99.56% | 99.56% |