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 | 3.50% | 0.29 CHF | 0.30 CHF | 1'000'000 | 200'000 | 999'874 | 200'000 | 281'269 CHF | 58'261 CHF | 99.27% | 99.27% |
15.05.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 1'000'000 | 200'000 | 1'000'000 | 211'565 | 240'643 CHF | 52'952 CHF | 99.08% | 99.08% |
14.05.2024 | 4.55% | 0.24 CHF | 0.25 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 215'800 CHF | 56'450 CHF | 99.27% | 99.27% |
13.05.2024 | 4.75% | 0.21 CHF | 0.22 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 205'664 CHF | 53'916 CHF | 98.81% | 98.81% |
10.05.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 195'283 CHF | 51'321 CHF | 99.27% | 99.27% |
08.05.2024 | 5.75% | 0.18 CHF | 0.19 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 169'730 CHF | 44'932 CHF | 99.27% | 99.27% |
07.05.2024 | 6.56% | 0.15 CHF | 0.16 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 147'586 CHF | 39'397 CHF | 99.27% | 99.27% |
06.05.2024 | 6.76% | 0.13 CHF | 0.14 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 143'708 CHF | 38'427 CHF | 99.27% | 99.27% |
03.05.2024 | 8.04% | 0.14 CHF | 0.15 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 120'374 CHF | 32'594 CHF | 99.15% | 99.15% |
02.05.2024 | 8.89% | 0.10 CHF | 0.11 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 108'025 CHF | 29'506 CHF | 99.19% | 99.19% |