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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 8.31% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 115'670 CHF | 50'268 CHF | 98.91% | 98.91% |
15.05.2024 | 6.77% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 982'253 | 382'253 | 140'545 CHF | 58'443 CHF | 98.75% | 98.75% |
14.05.2024 | 7.28% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 132'659 CHF | 57'063 CHF | 98.38% | 98.38% |
13.05.2024 | 8.58% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 111'698 CHF | 48'679 CHF | 95.18% | 95.18% |
10.05.2024 | 8.14% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 118'036 CHF | 51'214 CHF | 98.89% | 98.89% |
08.05.2024 | 8.21% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 117'080 CHF | 50'832 CHF | 98.90% | 98.90% |
07.05.2024 | 7.47% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 129'292 CHF | 55'717 CHF | 98.88% | 98.88% |
06.05.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 121'164 CHF | 52'465 CHF | 99.08% | 99.08% |
03.05.2024 | 9.22% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'005 | 103'643 CHF | 45'458 CHF | 98.62% | 98.62% |
02.05.2024 | 9.37% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 101'852 CHF | 44'741 CHF | 98.02% | 98.02% |