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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 8.14% | 0.12 CHF | 0.13 CHF | 1'000'000 | 200'000 | 1'000'000 | 217'809 | 117'948 CHF | 27'832 CHF | 98.33% | 98.33% |
14.05.2024 | 8.07% | 0.13 CHF | 0.14 CHF | 1'000'000 | 200'000 | 1'000'000 | 201'484 | 119'383 CHF | 26'055 CHF | 99.36% | 99.36% |
13.05.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 1'000'000 | 200'000 | 1'000'000 | 248'278 | 109'527 CHF | 29'675 CHF | 98.93% | 98.93% |
10.05.2024 | 8.31% | 0.11 CHF | 0.12 CHF | 1'000'000 | 200'000 | 1'000'000 | 215'269 | 115'477 CHF | 26'928 CHF | 99.36% | 99.36% |
08.05.2024 | 10.05% | 0.10 CHF | 0.11 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 94'783 CHF | 26'196 CHF | 99.35% | 99.35% |
07.05.2024 | 9.95% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 95'853 CHF | 26'463 CHF | 94.63% | 94.63% |
06.05.2024 | 9.54% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 99'838 CHF | 27'460 CHF | 99.37% | 99.37% |
03.05.2024 | 10.08% | 0.10 CHF | 0.11 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 94'595 CHF | 26'149 CHF | 99.37% | 99.37% |
02.05.2024 | 11.60% | 0.08 CHF | 0.09 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 81'345 CHF | 22'836 CHF | 99.37% | 99.37% |
30.04.2024 | 9.65% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 98'705 CHF | 27'176 CHF | 99.36% | 99.36% |