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 | 3.46% | 0.28 CHF | 0.29 CHF | 1'000'000 | 400'000 | 999'992 | 400'000 | 283'951 CHF | 117'581 CHF | 98.49% | 98.49% |
15.05.2024 | 5.08% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 999'991 | 500'000 | 191'996 CHF | 100'999 CHF | 98.32% | 98.32% |
14.05.2024 | 5.91% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 623'715 | 164'318 CHF | 108'144 CHF | 99.36% | 99.36% |
13.05.2024 | 5.09% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'990 | 191'801 CHF | 100'898 CHF | 98.92% | 98.92% |
10.05.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 185'586 CHF | 97'793 CHF | 99.37% | 99.37% |
08.05.2024 | 6.33% | 0.16 CHF | 0.17 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 153'182 CHF | 122'386 CHF | 99.35% | 99.35% |
07.05.2024 | 6.88% | 0.15 CHF | 0.16 CHF | 1'000'000 | 750'000 | 999'987 | 750'000 | 140'423 CHF | 112'819 CHF | 94.64% | 94.64% |
06.05.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 1'000'000 | 750'000 | 999'978 | 750'000 | 129'202 CHF | 104'404 CHF | 99.37% | 99.37% |
03.05.2024 | 8.23% | 0.12 CHF | 0.13 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 116'827 CHF | 95'120 CHF | 99.36% | 99.36% |
02.05.2024 | 6.90% | 0.11 CHF | 0.12 CHF | 1'000'000 | 750'000 | 1'000'000 | 749'977 | 141'409 CHF | 113'554 CHF | 99.36% | 99.36% |