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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 7.95% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 743'301 | 743'301 | 92'830 CHF | 100'295 CHF | 100.00% | 100.00% |
16.05.2024 | 8.14% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 743'381 | 743'381 | 90'556 CHF | 98'036 CHF | 100.00% | 100.00% |
15.05.2024 | 7.32% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 729'046 | 729'046 | 99'088 CHF | 106'448 CHF | 100.00% | 100.00% |
14.05.2024 | 8.25% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 751'488 | 751'488 | 91'104 CHF | 98'651 CHF | 99.99% | 99.99% |
13.05.2024 | 9.08% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 761'683 | 761'683 | 83'558 CHF | 91'207 CHF | 99.86% | 99.86% |
10.05.2024 | 8.26% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 730'896 | 730'896 | 86'943 CHF | 94'284 CHF | 100.00% | 100.00% |
08.05.2024 | 7.33% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 734'635 | 734'635 | 98'991 CHF | 106'371 CHF | 95.78% | 95.78% |
07.05.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 1'000'000 | 1'000'000 | 709'320 | 709'320 | 115'926 CHF | 123'052 CHF | 97.37% | 97.37% |
06.05.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 725'902 | 725'902 | 124'726 CHF | 132'011 CHF | 98.41% | 98.41% |
03.05.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 1'000'000 | 1'000'000 | 720'895 | 720'895 | 118'037 CHF | 125'277 CHF | 99.95% | 99.95% |