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 | 7.80% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 123'709 CHF | 66'854 CHF | 98.88% | 98.88% |
15.05.2024 | 8.06% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'205 CHF | 64'603 CHF | 98.35% | 98.35% |
14.05.2024 | 8.56% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 111'963 CHF | 60'981 CHF | 98.75% | 98.75% |
13.05.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 120'268 CHF | 65'134 CHF | 95.26% | 95.26% |
10.05.2024 | 7.85% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 122'534 CHF | 66'267 CHF | 98.92% | 98.92% |
08.05.2024 | 10.05% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'857 CHF | 52'428 CHF | 98.72% | 98.72% |
07.05.2024 | 9.57% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'754 CHF | 55'377 CHF | 97.76% | 97.76% |
06.05.2024 | 19.59% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'508 CHF | 28'254 CHF | 99.08% | 99.08% |
03.05.2024 | 18.63% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'889 CHF | 29'445 CHF | 98.35% | 98.35% |
02.05.2024 | 18.35% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'580 CHF | 29'790 CHF | 98.83% | 98.83% |