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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 216'654 CHF | 75'218 CHF | 93.83% | 93.83% |
13.05.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 205'097 CHF | 71'366 CHF | 91.96% | 91.96% |
10.05.2024 | 4.55% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 954'305 | 354'305 | 205'092 CHF | 79'559 CHF | 96.29% | 96.29% |
08.05.2024 | 4.60% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 212'354 CHF | 88'942 CHF | 99.00% | 99.00% |
07.05.2024 | 6.92% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 482'301 | 139'818 CHF | 72'077 CHF | 99.58% | 99.58% |
06.05.2024 | 7.09% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 497'300 | 136'333 CHF | 72'734 CHF | 97.29% | 97.29% |
03.05.2024 | 7.27% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 132'703 CHF | 71'352 CHF | 99.60% | 99.60% |
02.05.2024 | 7.61% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 126'656 CHF | 68'328 CHF | 99.54% | 99.54% |
30.04.2024 | 6.55% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 427'696 | 147'839 CHF | 67'331 CHF | 99.28% | 99.28% |
29.04.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 140'000 CHF | 75'000 CHF | 98.32% | 98.32% |