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 | 6.67% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 145'046 CHF | 77'523 CHF | 99.27% | 99.27% |
15.05.2024 | 7.02% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 137'801 CHF | 73'901 CHF | 99.14% | 99.14% |
14.05.2024 | 6.34% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 153'078 CHF | 81'539 CHF | 98.68% | 98.68% |
13.05.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 158'600 CHF | 84'300 CHF | 98.45% | 98.45% |
10.05.2024 | 6.22% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 155'935 CHF | 82'967 CHF | 98.49% | 98.49% |
08.05.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 156'057 CHF | 83'028 CHF | 98.81% | 98.81% |
07.05.2024 | 7.03% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 137'386 CHF | 73'693 CHF | 98.94% | 98.94% |
06.05.2024 | 7.36% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 131'032 CHF | 70'516 CHF | 98.69% | 98.69% |
03.05.2024 | 6.59% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 146'833 CHF | 78'417 CHF | 98.95% | 98.95% |
02.05.2024 | 6.77% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 142'882 CHF | 76'441 CHF | 98.71% | 98.71% |