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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 8.66% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 99'493 CHF | 36'164 CHF | 96.60% | 96.60% |
07.05.2024 | 9.52% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 946'742 | 346'742 | 94'769 CHF | 38'141 CHF | 97.57% | 97.57% |
06.05.2024 | 8.62% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 100'405 CHF | 36'469 CHF | 98.57% | 98.57% |
03.05.2024 | 7.27% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 876'923 | 292'308 | 116'105 CHF | 41'625 CHF | 98.72% | 98.72% |
02.05.2024 | 6.30% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 115'548 CHF | 41'016 CHF | 99.13% | 99.13% |
30.04.2024 | 7.42% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 860'394 | 291'651 | 111'912 CHF | 40'766 CHF | 99.18% | 99.18% |
29.04.2024 | 9.96% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 95'690 CHF | 42'276 CHF | 99.02% | 99.02% |
26.04.2024 | 8.93% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 107'185 CHF | 46'874 CHF | 97.82% | 97.82% |
25.04.2024 | 7.89% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 967'755 | 367'755 | 117'989 CHF | 48'298 CHF | 97.25% | 97.25% |
24.04.2024 | 9.21% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 103'820 CHF | 45'528 CHF | 98.00% | 98.00% |