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 | 7.39% | 0.15 CHF | 0.16 CHF | 2'000'000 | 50'000 | 2'000'000 | 50'000 | 261'611 CHF | 7'040 CHF | 99.17% | 99.17% |
15.05.2024 | 6.84% | 0.17 CHF | 0.18 CHF | 2'000'000 | 50'000 | 2'000'000 | 177'588 | 284'872 CHF | 26'530 CHF | 94.74% | 94.74% |
14.05.2024 | 8.45% | 0.12 CHF | 0.13 CHF | 2'000'000 | 200'000 | 2'000'000 | 200'000 | 227'658 CHF | 24'766 CHF | 99.16% | 99.16% |
13.05.2024 | 7.69% | 0.13 CHF | 0.14 CHF | 2'000'000 | 200'000 | 2'000'000 | 200'000 | 250'582 CHF | 27'058 CHF | 98.53% | 98.53% |
10.05.2024 | 6.13% | 0.14 CHF | 0.15 CHF | 2'000'000 | 200'000 | 2'000'000 | 200'000 | 316'841 CHF | 33'684 CHF | 99.17% | 99.17% |
08.05.2024 | 6.30% | 0.14 CHF | 0.15 CHF | 2'000'000 | 200'000 | 2'000'000 | 200'000 | 311'646 CHF | 33'165 CHF | 99.17% | 99.17% |
07.05.2024 | 6.36% | 0.18 CHF | 0.19 CHF | 2'000'000 | 200'000 | 1'999'920 | 200'000 | 306'582 CHF | 32'660 CHF | 97.90% | 97.90% |
06.05.2024 | 8.22% | 0.12 CHF | 0.13 CHF | 2'000'000 | 200'000 | 2'000'000 | 232'778 | 233'923 CHF | 29'457 CHF | 99.17% | 99.17% |
03.05.2024 | 9.63% | 0.10 CHF | 0.11 CHF | 2'000'000 | 250'000 | 2'000'000 | 249'550 | 199'077 CHF | 27'326 CHF | 99.17% | 99.17% |
02.05.2024 | 8.93% | 0.10 CHF | 0.11 CHF | 2'000'000 | 250'000 | 2'000'000 | 242'297 | 215'888 CHF | 28'440 CHF | 99.15% | 99.15% |