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 | 6.29% | 0.15 CHF | 0.16 CHF | 910'000 | 910'000 | 910'000 | 910'000 | 140'164 CHF | 149'264 CHF | 99.29% | 99.29% |
07.05.2024 | 5.86% | 0.17 CHF | 0.18 CHF | 890'000 | 890'000 | 889'349 | 889'349 | 147'576 CHF | 156'476 CHF | 99.92% | 99.92% |
06.05.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 890'000 | 890'000 | 890'000 | 890'000 | 151'453 CHF | 160'353 CHF | 100.00% | 100.00% |
03.05.2024 | 6.01% | 0.17 CHF | 0.18 CHF | 960'000 | 960'000 | 960'000 | 960'000 | 155'420 CHF | 165'020 CHF | 99.37% | 99.37% |
02.05.2024 | 6.97% | 0.14 CHF | 0.15 CHF | 980'000 | 980'000 | 980'000 | 980'000 | 135'922 CHF | 145'722 CHF | 100.00% | 100.00% |
30.04.2024 | 6.64% | 0.14 CHF | 0.15 CHF | 950'000 | 950'000 | 950'000 | 950'000 | 138'398 CHF | 147'898 CHF | 99.16% | 99.16% |
29.04.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 150'002 CHF | 160'002 CHF | 99.81% | 99.81% |
26.04.2024 | 6.19% | 0.14 CHF | 0.15 CHF | 940'000 | 940'000 | 940'000 | 940'000 | 147'566 CHF | 156'966 CHF | 99.34% | 99.34% |
25.04.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 153'240 CHF | 163'240 CHF | 99.25% | 99.25% |
24.04.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 990'000 | 990'000 | 989'991 | 989'991 | 138'523 CHF | 148'423 CHF | 99.59% | 99.59% |