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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 8.93% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 107'399 CHF | 46'960 CHF | 99.37% | 99.37% |
21.05.2024 | 7.87% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 122'164 CHF | 52'866 CHF | 96.49% | 96.49% |
17.05.2024 | 7.88% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 122'105 CHF | 52'842 CHF | 99.58% | 99.58% |
16.05.2024 | 7.53% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 127'978 CHF | 55'191 CHF | 99.10% | 99.10% |
15.05.2024 | 8.17% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 117'655 CHF | 51'062 CHF | 99.17% | 99.17% |
14.05.2024 | 8.64% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 110'852 CHF | 48'341 CHF | 98.01% | 98.01% |
13.05.2024 | 8.40% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 114'215 CHF | 49'686 CHF | 99.37% | 99.37% |
10.05.2024 | 7.54% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 127'690 CHF | 55'076 CHF | 98.53% | 98.53% |
08.05.2024 | 9.33% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 102'364 CHF | 44'946 CHF | 99.40% | 99.40% |
07.05.2024 | 8.29% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 115'897 CHF | 50'359 CHF | 99.35% | 99.35% |