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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 7.64% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 126'145 CHF | 54'458 CHF | 99.47% | 99.47% |
14.05.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 120'654 CHF | 52'261 CHF | 96.66% | 96.66% |
13.05.2024 | 8.61% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 111'271 CHF | 48'509 CHF | 99.03% | 99.03% |
10.05.2024 | 8.73% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 109'583 CHF | 47'833 CHF | 99.36% | 99.36% |
08.05.2024 | 8.74% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 109'468 CHF | 47'787 CHF | 99.31% | 99.31% |
07.05.2024 | 8.62% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 111'061 CHF | 48'425 CHF | 99.39% | 99.39% |
06.05.2024 | 8.07% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 118'990 CHF | 51'596 CHF | 99.14% | 99.14% |
03.05.2024 | 7.64% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 126'342 CHF | 54'537 CHF | 99.24% | 99.24% |
02.05.2024 | 6.59% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 999'934 | 399'934 | 147'144 CHF | 62'850 CHF | 98.87% | 98.87% |
30.04.2024 | 9.71% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 424'687 | 98'190 CHF | 45'810 CHF | 99.36% | 99.36% |