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 | 6.90% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 140'000 CHF | 150'000 CHF | 100.00% | 100.00% |
15.05.2024 | 6.43% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 150'448 CHF | 160'448 CHF | 100.00% | 100.00% |
14.05.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 160'001 CHF | 170'001 CHF | 100.00% | 100.00% |
13.05.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 160'000 CHF | 170'000 CHF | 100.00% | 100.00% |
10.05.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 160'000 CHF | 170'000 CHF | 100.00% | 100.00% |
08.05.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 170'000 CHF | 180'000 CHF | 100.00% | 100.00% |
07.05.2024 | 5.73% | 0.16 CHF | 0.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 169'630 CHF | 179'630 CHF | 100.00% | 100.00% |
06.05.2024 | 5.54% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 175'659 CHF | 185'659 CHF | 100.00% | 100.00% |
03.05.2024 | 5.22% | 0.18 CHF | 0.19 CHF | 1'000'000 | 1'000'000 | 999'618 | 999'618 | 186'501 CHF | 196'497 CHF | 100.00% | 100.00% |
02.05.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 999'363 | 999'363 | 200'018 CHF | 210'011 CHF | 99.92% | 99.92% |