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 | 6.13% | 0.16 CHF | 0.17 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 158'326 CHF | 126'245 CHF | 98.50% | 98.50% |
15.05.2024 | 6.83% | 0.16 CHF | 0.17 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 141'789 CHF | 113'841 CHF | 98.32% | 98.32% |
14.05.2024 | 6.48% | 0.14 CHF | 0.15 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 149'405 CHF | 119'554 CHF | 99.36% | 99.36% |
13.05.2024 | 6.38% | 0.15 CHF | 0.16 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 151'742 CHF | 121'307 CHF | 98.92% | 98.92% |
10.05.2024 | 6.47% | 0.16 CHF | 0.17 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 149'636 CHF | 119'727 CHF | 99.37% | 99.37% |
08.05.2024 | 7.68% | 0.14 CHF | 0.15 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 125'540 CHF | 101'655 CHF | 99.36% | 99.36% |
07.05.2024 | 9.37% | 0.11 CHF | 0.12 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 101'832 CHF | 83'874 CHF | 94.64% | 94.64% |
06.05.2024 | 8.49% | 0.10 CHF | 0.11 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 113'224 CHF | 92'418 CHF | 99.37% | 99.37% |
03.05.2024 | 8.64% | 0.11 CHF | 0.12 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 110'729 CHF | 90'547 CHF | 99.36% | 99.36% |
02.05.2024 | 8.78% | 0.11 CHF | 0.12 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 109'036 CHF | 89'277 CHF | 99.36% | 99.36% |