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 | 6.78% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 142'645 CHF | 61'058 CHF | 98.92% | 98.92% |
15.05.2024 | 5.76% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 169'022 CHF | 71'609 CHF | 98.77% | 98.77% |
14.05.2024 | 6.12% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 158'397 CHF | 67'359 CHF | 98.51% | 98.51% |
13.05.2024 | 7.04% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 137'366 CHF | 58'946 CHF | 95.21% | 95.21% |
10.05.2024 | 6.84% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 141'379 CHF | 60'552 CHF | 98.89% | 98.89% |
08.05.2024 | 6.78% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 142'826 CHF | 61'130 CHF | 98.89% | 98.89% |
07.05.2024 | 6.34% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 153'014 CHF | 65'206 CHF | 98.88% | 98.88% |
06.05.2024 | 6.74% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 143'793 CHF | 61'517 CHF | 99.08% | 99.08% |
03.05.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 417'895 | 128'300 CHF | 57'660 CHF | 98.59% | 98.59% |
02.05.2024 | 7.48% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 128'780 CHF | 55'512 CHF | 99.08% | 99.08% |