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 | 6.47% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 149'811 CHF | 63'925 CHF | 98.90% | 98.90% |
07.05.2024 | 5.55% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 999'952 | 399'952 | 175'403 CHF | 74'155 CHF | 98.77% | 98.77% |
06.05.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 174'417 CHF | 73'767 CHF | 99.00% | 99.00% |
03.05.2024 | 5.64% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 172'439 CHF | 72'976 CHF | 98.90% | 98.90% |
02.05.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 160'919 CHF | 68'368 CHF | 99.16% | 99.16% |
30.04.2024 | 5.83% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 166'620 CHF | 70'648 CHF | 98.89% | 98.89% |
29.04.2024 | 6.71% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 144'270 CHF | 61'708 CHF | 97.26% | 97.26% |
26.04.2024 | 6.93% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 139'587 CHF | 59'835 CHF | 99.03% | 99.03% |
25.04.2024 | 7.33% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 458'208 | 131'645 CHF | 64'676 CHF | 98.96% | 98.96% |
24.04.2024 | 6.66% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 145'471 CHF | 62'188 CHF | 99.18% | 99.18% |