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 | 12.87% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'281 | 72'980 CHF | 41'418 CHF | 98.89% | 98.89% |
07.05.2024 | 9.92% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 424'547 | 96'362 CHF | 45'021 CHF | 98.73% | 98.73% |
06.05.2024 | 9.81% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 418'784 | 97'159 CHF | 44'742 CHF | 99.14% | 99.14% |
03.05.2024 | 9.82% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 427'841 | 97'028 CHF | 45'601 CHF | 98.94% | 98.94% |
02.05.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'009 CHF | 50'005 CHF | 99.00% | 99.00% |
30.04.2024 | 10.11% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'180 CHF | 52'090 CHF | 98.76% | 98.76% |
29.04.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'000 CHF | 45'000 CHF | 97.28% | 97.28% |
26.04.2024 | 12.29% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 76'650 CHF | 43'325 CHF | 99.03% | 99.03% |
25.04.2024 | 13.61% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'653 CHF | 39'327 CHF | 98.98% | 98.98% |
24.04.2024 | 12.04% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'245 CHF | 44'123 CHF | 99.18% | 99.18% |