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 | 5.35% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 109'096 CHF | 38'365 CHF | 99.59% | 99.59% |
08.05.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 102'184 CHF | 36'061 CHF | 99.56% | 99.56% |
07.05.2024 | 5.92% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 712'404 | 237'468 | 116'581 CHF | 41'235 CHF | 99.35% | 99.35% |
06.05.2024 | 6.11% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 119'013 CHF | 42'171 CHF | 99.53% | 99.53% |
03.05.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 115'240 CHF | 40'914 CHF | 99.40% | 99.40% |
02.05.2024 | 6.05% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 120'248 CHF | 42'583 CHF | 99.54% | 99.54% |
30.04.2024 | 5.93% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 743'414 | 247'805 | 121'762 CHF | 43'066 CHF | 93.01% | 93.01% |
29.04.2024 | 6.13% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 118'596 CHF | 42'032 CHF | 99.60% | 99.60% |
26.04.2024 | 6.12% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 118'856 CHF | 42'119 CHF | 99.61% | 99.61% |
25.04.2024 | 6.28% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 116'076 CHF | 41'192 CHF | 99.58% | 99.58% |