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 | 6.64% | 0.16 CHF | 0.17 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 146'030 CHF | 31'206 CHF | 99.37% | 99.37% |
06.05.2024 | 8.10% | 0.13 CHF | 0.14 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 119'482 CHF | 25'896 CHF | 99.37% | 99.37% |
03.05.2024 | 8.20% | 0.11 CHF | 0.12 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 117'151 CHF | 25'430 CHF | 99.14% | 99.14% |
02.05.2024 | 8.54% | 0.11 CHF | 0.12 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 112'587 CHF | 24'517 CHF | 99.34% | 99.34% |
30.04.2024 | 5.96% | 0.15 CHF | 0.16 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 163'009 CHF | 34'602 CHF | 99.23% | 99.23% |
29.04.2024 | 6.30% | 0.17 CHF | 0.18 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 154'342 CHF | 32'868 CHF | 99.16% | 99.16% |
26.04.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 160'997 CHF | 34'199 CHF | 99.35% | 99.35% |
25.04.2024 | 6.15% | 0.16 CHF | 0.17 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 157'603 CHF | 33'521 CHF | 98.41% | 98.41% |
24.04.2024 | 5.94% | 0.16 CHF | 0.17 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 163'617 CHF | 34'723 CHF | 99.38% | 99.38% |
23.04.2024 | 8.06% | 0.12 CHF | 0.13 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 119'315 CHF | 25'863 CHF | 99.31% | 99.31% |