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 | 5.65% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 172'155 CHF | 72'862 CHF | 99.19% | 99.19% |
15.05.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 479'434 | 158'601 CHF | 80'730 CHF | 98.92% | 98.92% |
14.05.2024 | 6.51% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 148'586 CHF | 79'293 CHF | 98.58% | 98.58% |
13.05.2024 | 7.56% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 499'845 | 128'387 CHF | 69'167 CHF | 96.11% | 96.11% |
10.05.2024 | 7.25% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 133'052 CHF | 71'526 CHF | 95.46% | 95.46% |
08.05.2024 | 6.71% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 145'257 CHF | 77'629 CHF | 98.33% | 98.33% |
07.05.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 171'187 CHF | 72'475 CHF | 96.04% | 96.04% |
06.05.2024 | 5.71% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 170'283 CHF | 72'113 CHF | 92.26% | 92.26% |
03.05.2024 | 5.94% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 463'838 | 163'556 CHF | 80'300 CHF | 98.89% | 98.89% |
02.05.2024 | 5.92% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 409'899 | 164'336 CHF | 71'318 CHF | 96.68% | 96.68% |