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 | 10.08% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'510 CHF | 52'255 CHF | 98.90% | 98.90% |
07.05.2024 | 8.37% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'526 | 114'732 CHF | 62'160 CHF | 98.79% | 98.79% |
06.05.2024 | 8.39% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 114'453 CHF | 62'227 CHF | 99.01% | 99.01% |
03.05.2024 | 8.50% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 112'852 CHF | 61'426 CHF | 98.91% | 98.91% |
02.05.2024 | 8.93% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 107'132 CHF | 58'566 CHF | 99.27% | 99.27% |
30.04.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'179 CHF | 60'089 CHF | 98.89% | 98.89% |
29.04.2024 | 10.16% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'680 CHF | 51'840 CHF | 97.36% | 97.36% |
26.04.2024 | 10.36% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'613 CHF | 50'807 CHF | 99.02% | 99.02% |
25.04.2024 | 10.98% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 86'330 CHF | 48'165 CHF | 98.97% | 98.97% |
24.04.2024 | 9.96% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'694 CHF | 52'847 CHF | 99.17% | 99.17% |