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 | 7.99% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 121'563 CHF | 65'781 CHF | 96.66% | 96.66% |
15.05.2024 | 9.49% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'423 CHF | 55'212 CHF | 99.53% | 99.53% |
14.05.2024 | 7.67% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 132'728 CHF | 71'364 CHF | 93.89% | 93.89% |
13.05.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 151'850 CHF | 80'925 CHF | 99.04% | 99.04% |
10.05.2024 | 8.27% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 116'053 CHF | 63'027 CHF | 99.57% | 99.57% |
08.05.2024 | 10.32% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'066 CHF | 51'033 CHF | 98.23% | 98.23% |
07.05.2024 | 8.77% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'059 CHF | 59'529 CHF | 98.44% | 98.44% |
06.05.2024 | 7.45% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 129'320 CHF | 69'660 CHF | 99.74% | 99.74% |
03.05.2024 | 7.45% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 129'456 CHF | 69'728 CHF | 95.42% | 95.42% |
02.05.2024 | 10.37% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'688 CHF | 50'844 CHF | 96.83% | 96.83% |