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 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 100'000 CHF | 110'000 CHF | 100.00% | 100.00% |
07.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 110'000 CHF | 120'000 CHF | 100.00% | 100.00% |
06.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 110'000 CHF | 120'000 CHF | 100.00% | 100.00% |
03.05.2024 | 8.27% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 116'175 CHF | 126'175 CHF | 100.00% | 100.00% |
02.05.2024 | 8.21% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 117'030 CHF | 127'030 CHF | 100.00% | 100.00% |
30.04.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 110'005 CHF | 120'005 CHF | 100.00% | 100.00% |
29.04.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 110'000 CHF | 120'000 CHF | 100.00% | 100.00% |
26.04.2024 | 8.08% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 118'852 CHF | 128'852 CHF | 100.00% | 100.00% |
25.04.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 120'000 CHF | 130'000 CHF | 100.00% | 100.00% |
24.04.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 119'907 CHF | 129'907 CHF | 100.00% | 100.00% |