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 | 6.45% | 0.15 CHF | 0.16 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 225'183 CHF | 24'018 CHF | 99.27% | 99.27% |
08.05.2024 | 7.81% | 0.15 CHF | 0.16 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 186'976 CHF | 20'198 CHF | 99.27% | 99.27% |
07.05.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 150'457 CHF | 16'546 CHF | 99.27% | 99.27% |
06.05.2024 | 9.96% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'101'000 | 150'000 | 105'734 CHF | 15'845 CHF | 99.27% | 99.27% |
03.05.2024 | 9.35% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 102'096 CHF | 16'814 CHF | 99.11% | 99.11% |
02.05.2024 | 10.20% | 0.09 CHF | 0.10 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 93'253 CHF | 15'488 CHF | 99.24% | 99.24% |
30.04.2024 | 10.09% | 0.09 CHF | 0.10 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 94'706 CHF | 15'706 CHF | 99.13% | 99.13% |
29.04.2024 | 9.15% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 104'690 CHF | 17'204 CHF | 99.06% | 99.06% |
26.04.2024 | 9.17% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 104'315 CHF | 17'147 CHF | 99.26% | 99.26% |
25.04.2024 | 8.34% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 115'211 CHF | 18'782 CHF | 98.31% | 98.31% |