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 | 3.71% | 0.25 CHF | 0.26 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 264'724 CHF | 27'472 CHF | 98.75% | 98.75% |
10.05.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'097 | 252'143 CHF | 26'239 CHF | 99.27% | 99.27% |
08.05.2024 | 4.77% | 0.26 CHF | 0.27 CHF | 1'000'000 | 100'000 | 1'000'000 | 139'312 | 208'815 CHF | 29'892 CHF | 99.27% | 99.27% |
07.05.2024 | 6.19% | 0.16 CHF | 0.17 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 156'704 CHF | 25'006 CHF | 99.27% | 99.27% |
06.05.2024 | 6.99% | 0.14 CHF | 0.15 CHF | 1'000'000 | 150'000 | 561'348 | 150'000 | 78'559 CHF | 22'311 CHF | 99.27% | 99.27% |
03.05.2024 | 6.57% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 66'305 CHF | 23'602 CHF | 99.10% | 99.10% |
02.05.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 449'956 | 150'000 | 57'709 CHF | 20'738 CHF | 99.24% | 99.24% |
30.04.2024 | 7.47% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 479'127 | 159'709 | 61'807 CHF | 22'200 CHF | 99.13% | 99.13% |
29.04.2024 | 6.65% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 65'600 CHF | 23'367 CHF | 99.07% | 99.07% |
26.04.2024 | 6.14% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 71'139 CHF | 25'213 CHF | 99.26% | 99.26% |