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 | 11.55% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'707 CHF | 45'853 CHF | 97.28% | 97.28% |
15.05.2024 | 9.49% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 493'426 | 102'175 CHF | 55'299 CHF | 99.47% | 99.47% |
14.05.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'434 | 109'886 CHF | 59'755 CHF | 98.87% | 98.87% |
13.05.2024 | 8.24% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 427'957 | 116'582 CHF | 53'988 CHF | 98.80% | 98.80% |
10.05.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 406'389 | 120'033 CHF | 52'833 CHF | 99.44% | 99.44% |
08.05.2024 | 7.85% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 122'604 CHF | 53'042 CHF | 99.65% | 99.65% |
07.05.2024 | 4.72% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 937'529 | 344'601 | 212'136 CHF | 79'402 CHF | 98.56% | 98.56% |
06.05.2024 | 3.73% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 237'223 CHF | 82'074 CHF | 99.74% | 99.74% |
03.05.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 218'443 CHF | 75'814 CHF | 99.39% | 99.39% |
02.05.2024 | 4.44% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'817 | 300'817 | 198'427 CHF | 69'265 CHF | 99.56% | 99.56% |