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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 6.97% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 138'576 CHF | 74'288 CHF | 98.95% | 98.95% |
16.05.2024 | 8.11% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 118'522 CHF | 64'261 CHF | 99.33% | 99.33% |
15.05.2024 | 8.78% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'102 CHF | 59'551 CHF | 98.92% | 98.92% |
14.05.2024 | 9.49% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'439 CHF | 55'220 CHF | 98.31% | 98.31% |
13.05.2024 | 11.06% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 86'412 CHF | 48'206 CHF | 97.35% | 97.35% |
10.05.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'000 CHF | 50'000 CHF | 97.45% | 97.45% |
08.05.2024 | 9.54% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'739 CHF | 55'370 CHF | 98.01% | 98.01% |
07.05.2024 | 7.97% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 120'494 CHF | 65'247 CHF | 96.61% | 96.61% |
06.05.2024 | 8.00% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'985 CHF | 64'992 CHF | 91.25% | 91.25% |
03.05.2024 | 8.37% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 114'728 CHF | 62'364 CHF | 98.20% | 98.20% |