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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 6.82% | 0.15 CHF | 0.16 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 141'657 CHF | 22'749 CHF | 99.36% | 99.36% |
13.05.2024 | 7.60% | 0.13 CHF | 0.14 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 126'910 CHF | 20'537 CHF | 98.93% | 98.93% |
10.05.2024 | 7.09% | 0.15 CHF | 0.16 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 136'721 CHF | 22'008 CHF | 99.38% | 99.38% |
08.05.2024 | 8.46% | 0.12 CHF | 0.13 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 113'536 CHF | 18'530 CHF | 99.35% | 99.35% |
07.05.2024 | 10.45% | 0.11 CHF | 0.12 CHF | 1'000'000 | 150'000 | 1'000'000 | 192'325 | 91'471 CHF | 19'415 CHF | 94.70% | 94.70% |
06.05.2024 | 8.68% | 0.12 CHF | 0.13 CHF | 1'000'000 | 150'000 | 1'000'000 | 156'764 | 110'431 CHF | 18'839 CHF | 99.36% | 99.36% |
03.05.2024 | 9.19% | 0.10 CHF | 0.11 CHF | 1'000'000 | 200'000 | 1'000'000 | 193'639 | 104'086 CHF | 22'046 CHF | 99.36% | 99.36% |
02.05.2024 | 10.17% | 0.09 CHF | 0.10 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 93'536 CHF | 20'707 CHF | 99.36% | 99.36% |
30.04.2024 | 10.93% | 0.09 CHF | 0.10 CHF | 1'000'000 | 200'000 | 1'000'000 | 202'603 | 87'193 CHF | 19'647 CHF | 99.37% | 99.37% |
29.04.2024 | 13.63% | 0.07 CHF | 0.08 CHF | 1'000'000 | 250'000 | 1'000'000 | 238'528 | 68'604 CHF | 18'724 CHF | 99.36% | 99.36% |