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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 6.88% | 0.15 CHF | 0.16 CHF | 1'000'000 | 750'000 | 999'987 | 750'000 | 140'423 CHF | 112'819 CHF | 94.64% | 94.64% |
06.05.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 1'000'000 | 750'000 | 999'978 | 750'000 | 129'202 CHF | 104'404 CHF | 99.37% | 99.37% |
03.05.2024 | 8.23% | 0.12 CHF | 0.13 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 116'827 CHF | 95'120 CHF | 99.36% | 99.36% |
02.05.2024 | 6.90% | 0.11 CHF | 0.12 CHF | 1'000'000 | 750'000 | 1'000'000 | 749'977 | 141'409 CHF | 113'554 CHF | 99.36% | 99.36% |
30.04.2024 | 6.48% | 0.15 CHF | 0.16 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 149'347 CHF | 119'510 CHF | 99.36% | 99.36% |
29.04.2024 | 5.83% | 0.16 CHF | 0.17 CHF | 1'000'000 | 750'000 | 1'000'000 | 642'623 | 166'514 CHF | 113'058 CHF | 85.52% | 85.52% |
26.04.2024 | 6.32% | 0.16 CHF | 0.17 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 153'461 CHF | 122'596 CHF | 99.36% | 99.36% |
25.04.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 1'000'000 | 750'000 | 1'000'000 | 749'238 | 158'408 CHF | 126'169 CHF | 99.36% | 99.36% |
24.04.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 554'017 | 179'411 CHF | 104'366 CHF | 99.36% | 99.36% |
23.04.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 1'000'000 | 500'000 | 1'000'000 | 461'397 | 245'170 CHF | 117'548 CHF | 99.37% | 99.37% |