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 | 5.60% | 0.17 CHF | 0.18 CHF | 775'000 | 775'000 | 795'913 | 795'924 | 138'126 CHF | 146'088 CHF | 99.48% | 99.48% |
15.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 975'000 | 975'000 | 988'673 | 988'670 | 128'527 CHF | 138'414 CHF | 100.00% | 100.00% |
14.05.2024 | 8.14% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 999'167 | 999'165 | 118'008 CHF | 128'000 CHF | 99.79% | 99.79% |
13.05.2024 | 8.15% | 0.12 CHF | 0.13 CHF | 950'000 | 950'000 | 982'182 | 982'186 | 115'723 CHF | 125'545 CHF | 100.00% | 100.00% |
10.05.2024 | 8.50% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 985'220 | 985'177 | 111'205 CHF | 121'052 CHF | 100.00% | 100.00% |
08.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 100'000 CHF | 110'000 CHF | 100.00% | 100.00% |
07.05.2024 | 10.32% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 999'915 | 611'139 | 92'066 CHF | 63'138 CHF | 99.77% | 99.77% |
06.05.2024 | 10.71% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'409 CHF | 49'205 CHF | 99.77% | 99.77% |
03.05.2024 | 11.26% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 510'349 | 83'872 CHF | 47'956 CHF | 100.00% | 100.00% |
02.05.2024 | 9.62% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 989'363 | 897'793 | 98'183 CHF | 99'027 CHF | 100.00% | 100.00% |