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 | 4.28% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 228'721 CHF | 95'488 CHF | 98.50% | 98.50% |
15.05.2024 | 4.94% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 198'280 CHF | 83'312 CHF | 98.32% | 98.32% |
14.05.2024 | 4.61% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 211'926 CHF | 88'770 CHF | 99.36% | 99.36% |
13.05.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 215'818 CHF | 90'327 CHF | 98.92% | 98.92% |
10.05.2024 | 4.67% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 209'532 CHF | 87'813 CHF | 99.37% | 99.37% |
08.05.2024 | 5.94% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 485'238 | 164'262 CHF | 84'203 CHF | 99.35% | 99.35% |
07.05.2024 | 7.88% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 690'386 | 122'112 CHF | 90'735 CHF | 94.62% | 94.62% |
06.05.2024 | 6.68% | 0.12 CHF | 0.13 CHF | 1'000'000 | 750'000 | 1'000'000 | 537'837 | 145'733 CHF | 82'982 CHF | 99.37% | 99.37% |
03.05.2024 | 6.84% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 141'294 CHF | 75'647 CHF | 99.36% | 99.36% |
02.05.2024 | 7.03% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 543'536 | 137'310 CHF | 79'750 CHF | 99.37% | 99.37% |