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 | 4.71% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 207'601 CHF | 87'041 CHF | 99.39% | 99.39% |
07.05.2024 | 5.48% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 177'710 CHF | 75'084 CHF | 99.37% | 99.37% |
06.05.2024 | 5.31% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 183'492 CHF | 77'397 CHF | 99.34% | 99.34% |
03.05.2024 | 5.03% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 193'817 CHF | 81'527 CHF | 99.20% | 99.20% |
02.05.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 192'049 CHF | 80'820 CHF | 99.38% | 99.38% |
30.04.2024 | 4.74% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 206'324 CHF | 86'530 CHF | 99.39% | 99.39% |
29.04.2024 | 4.88% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 200'007 CHF | 84'003 CHF | 99.36% | 99.36% |
26.04.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 190'043 CHF | 80'017 CHF | 99.55% | 99.55% |
25.04.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 999'778 | 400'000 | 204'785 CHF | 85'932 CHF | 99.51% | 99.51% |
24.04.2024 | 5.66% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 439'937 | 172'452 CHF | 79'831 CHF | 99.61% | 99.61% |