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 | 6.97% | 0.13 CHF | 0.14 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 138'671 CHF | 29'734 CHF | 99.29% | 99.29% |
15.05.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 141'064 CHF | 30'213 CHF | 99.15% | 99.15% |
14.05.2024 | 7.84% | 0.14 CHF | 0.15 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 123'305 CHF | 26'661 CHF | 99.36% | 99.36% |
13.05.2024 | 8.71% | 0.10 CHF | 0.11 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 109'836 CHF | 23'967 CHF | 98.85% | 98.85% |
10.05.2024 | 9.23% | 0.11 CHF | 0.12 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 103'572 CHF | 22'714 CHF | 99.38% | 99.38% |
08.05.2024 | 11.13% | 0.11 CHF | 0.12 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 86'715 CHF | 19'343 CHF | 99.37% | 99.37% |
07.05.2024 | 14.09% | 0.07 CHF | 0.08 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 66'313 CHF | 15'263 CHF | 99.37% | 99.37% |
06.05.2024 | 16.32% | 0.06 CHF | 0.07 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 56'649 CHF | 13'330 CHF | 99.36% | 99.36% |
03.05.2024 | 14.90% | 0.06 CHF | 0.07 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 62'351 CHF | 14'470 CHF | 99.14% | 99.14% |
02.05.2024 | 16.02% | 0.05 CHF | 0.06 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 57'739 CHF | 13'548 CHF | 99.33% | 99.33% |