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 | 4.08% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 240'666 CHF | 100'266 CHF | 98.87% | 98.87% |
15.05.2024 | 4.25% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 230'450 CHF | 96'180 CHF | 98.21% | 98.21% |
14.05.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 220'317 CHF | 92'127 CHF | 98.75% | 98.75% |
13.05.2024 | 4.26% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 229'996 CHF | 95'999 CHF | 94.95% | 94.95% |
10.05.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 242'379 CHF | 100'952 CHF | 98.81% | 98.81% |
08.05.2024 | 5.31% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 183'844 CHF | 96'922 CHF | 99.06% | 99.06% |
07.05.2024 | 5.26% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 188'012 CHF | 99'006 CHF | 98.15% | 98.15% |
06.05.2024 | 11.28% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 83'917 CHF | 46'959 CHF | 98.75% | 98.75% |
03.05.2024 | 11.38% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 83'138 CHF | 46'569 CHF | 99.07% | 99.07% |
02.05.2024 | 10.72% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'461 CHF | 49'230 CHF | 98.84% | 98.84% |