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 | 5.73% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 898'219 | 299'458 | 153'167 CHF | 54'058 CHF | 96.89% | 96.89% |
15.05.2024 | 9.04% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 106'493 CHF | 46'597 CHF | 98.87% | 98.87% |
14.05.2024 | 11.61% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'305 CHF | 45'652 CHF | 98.52% | 98.52% |
13.05.2024 | 10.38% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 491'522 | 91'486 CHF | 49'811 CHF | 98.17% | 98.17% |
10.05.2024 | 8.73% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 405'794 | 109'829 CHF | 48'567 CHF | 98.67% | 98.67% |
08.05.2024 | 7.68% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 408'240 | 125'599 CHF | 55'234 CHF | 98.48% | 98.48% |
07.05.2024 | 6.82% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 141'728 CHF | 60'691 CHF | 97.62% | 97.62% |
06.05.2024 | 7.38% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 410'951 | 131'419 CHF | 57'887 CHF | 97.35% | 97.35% |
03.05.2024 | 10.74% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'664 CHF | 49'332 CHF | 96.84% | 96.84% |
02.05.2024 | 9.72% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'228 CHF | 54'614 CHF | 98.31% | 98.31% |