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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 5.91% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 164'543 CHF | 87'271 CHF | 99.33% | 99.33% |
13.05.2024 | 8.27% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 116'892 CHF | 63'446 CHF | 98.90% | 98.90% |
10.05.2024 | 7.20% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 134'327 CHF | 72'164 CHF | 99.54% | 99.54% |
08.05.2024 | 7.34% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 131'285 CHF | 70'642 CHF | 91.98% | 91.98% |
07.05.2024 | 6.89% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 140'390 CHF | 75'195 CHF | 99.18% | 99.18% |
06.05.2024 | 6.18% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 157'659 CHF | 83'830 CHF | 99.34% | 99.34% |
03.05.2024 | 5.88% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 165'267 CHF | 87'634 CHF | 99.49% | 99.49% |
02.05.2024 | 8.34% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 115'963 CHF | 62'982 CHF | 89.89% | 89.89% |
30.04.2024 | 8.40% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 114'193 CHF | 62'097 CHF | 99.28% | 99.28% |
29.04.2024 | 9.32% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'490 CHF | 56'245 CHF | 98.48% | 98.48% |