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 | 9.44% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 101'000 CHF | 44'400 CHF | 99.49% | 99.49% |
15.05.2024 | 9.49% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 428'537 | 100'848 CHF | 47'246 CHF | 99.73% | 99.73% |
14.05.2024 | 8.40% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 114'319 CHF | 49'727 CHF | 99.17% | 99.17% |
13.05.2024 | 8.59% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 111'558 CHF | 48'623 CHF | 99.02% | 99.02% |
10.05.2024 | 7.60% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 126'690 CHF | 54'676 CHF | 98.25% | 98.25% |
08.05.2024 | 7.32% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 131'814 CHF | 56'726 CHF | 99.57% | 99.57% |
07.05.2024 | 8.09% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 119'070 CHF | 51'628 CHF | 99.63% | 99.63% |
06.05.2024 | 8.11% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 118'630 CHF | 51'452 CHF | 99.59% | 99.59% |
03.05.2024 | 7.72% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 124'914 CHF | 53'965 CHF | 99.61% | 99.61% |
02.05.2024 | 8.74% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 409'342 | 109'700 CHF | 48'908 CHF | 99.07% | 99.07% |