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 | 9.42% | 0.10 CHF | 0.11 CHF | 750'000 | 750'000 | 749'979 | 750'000 | 75'937 CHF | 83'439 CHF | 99.35% | 99.35% |
07.05.2024 | 10.50% | 0.10 CHF | 0.11 CHF | 750'000 | 750'000 | 749'930 | 750'000 | 67'847 CHF | 75'353 CHF | 94.62% | 94.62% |
06.05.2024 | 11.71% | 0.08 CHF | 0.09 CHF | 750'000 | 750'000 | 749'953 | 750'000 | 60'396 CHF | 67'901 CHF | 99.37% | 99.37% |
03.05.2024 | 13.78% | 0.08 CHF | 0.09 CHF | 750'000 | 750'000 | 749'725 | 749'814 | 51'153 CHF | 58'660 CHF | 99.36% | 99.36% |
02.05.2024 | 11.07% | 0.06 CHF | 0.07 CHF | 750'000 | 750'000 | 749'913 | 749'377 | 65'283 CHF | 72'733 CHF | 99.36% | 99.36% |
30.04.2024 | 10.15% | 0.10 CHF | 0.11 CHF | 750'000 | 750'000 | 751'355 | 749'782 | 70'413 CHF | 77'758 CHF | 99.36% | 99.36% |
29.04.2024 | 8.49% | 0.11 CHF | 0.12 CHF | 1'000'000 | 750'000 | 908'359 | 750'000 | 102'922 CHF | 92'245 CHF | 85.52% | 85.52% |
26.04.2024 | 9.38% | 0.11 CHF | 0.12 CHF | 750'000 | 750'000 | 749'816 | 749'989 | 76'277 CHF | 83'796 CHF | 99.36% | 99.36% |
25.04.2024 | 8.90% | 0.10 CHF | 0.11 CHF | 750'000 | 750'000 | 965'275 | 749'544 | 104'118 CHF | 88'144 CHF | 99.36% | 99.36% |
24.04.2024 | 7.72% | 0.12 CHF | 0.13 CHF | 1'000'000 | 750'000 | 999'947 | 659'066 | 125'049 CHF | 88'318 CHF | 99.37% | 99.37% |