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 | 7.42% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 129'726 CHF | 69'863 CHF | 99.21% | 99.21% |
15.05.2024 | 8.05% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'301 CHF | 64'650 CHF | 99.58% | 99.58% |
14.05.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'857 CHF | 59'929 CHF | 97.56% | 97.56% |
13.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'360 CHF | 55'180 CHF | 99.28% | 99.28% |
10.05.2024 | 7.73% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 124'794 CHF | 67'397 CHF | 99.24% | 99.24% |
08.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'238 CHF | 55'119 CHF | 94.78% | 94.78% |
07.05.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'150 CHF | 54'575 CHF | 98.34% | 98.34% |
06.05.2024 | 9.29% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'845 CHF | 56'423 CHF | 98.53% | 98.53% |
03.05.2024 | 9.51% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'333 CHF | 55'166 CHF | 98.44% | 98.44% |
02.05.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'717 CHF | 54'359 CHF | 99.58% | 99.58% |