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 | 4.81% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 203'070 CHF | 85'228 CHF | 98.77% | 98.77% |
15.05.2024 | 5.37% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 181'695 CHF | 76'678 CHF | 99.04% | 99.04% |
14.05.2024 | 5.51% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 177'329 CHF | 74'932 CHF | 99.26% | 99.26% |
13.05.2024 | 9.44% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 492'854 | 103'599 CHF | 55'677 CHF | 98.93% | 98.93% |
10.05.2024 | 7.38% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 452'685 | 131'708 CHF | 63'646 CHF | 99.53% | 99.53% |
08.05.2024 | 7.57% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'612 | 127'438 CHF | 68'661 CHF | 91.98% | 91.98% |
07.05.2024 | 7.14% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'923 | 135'368 CHF | 72'512 CHF | 99.19% | 99.19% |
06.05.2024 | 5.97% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 418'008 | 164'591 CHF | 72'376 CHF | 99.24% | 99.24% |
03.05.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'325 | 174'072 CHF | 73'684 CHF | 99.21% | 99.21% |
02.05.2024 | 9.25% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 105'372 CHF | 57'686 CHF | 94.47% | 94.47% |