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 | 8.05% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 119'426 CHF | 51'770 CHF | 99.30% | 99.30% |
15.05.2024 | 6.43% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 151'302 CHF | 64'521 CHF | 99.37% | 99.37% |
14.05.2024 | 5.97% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 162'519 CHF | 69'008 CHF | 99.08% | 99.08% |
13.05.2024 | 6.01% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 161'420 CHF | 68'568 CHF | 99.34% | 99.34% |
10.05.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 994'314 | 394'314 | 168'532 CHF | 70'769 CHF | 99.24% | 99.24% |
08.05.2024 | 7.30% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 132'097 CHF | 56'839 CHF | 99.36% | 99.36% |
07.05.2024 | 6.97% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 138'606 CHF | 59'442 CHF | 99.39% | 99.39% |
06.05.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 139'982 CHF | 59'993 CHF | 99.43% | 99.43% |
03.05.2024 | 6.97% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 138'908 CHF | 59'563 CHF | 99.33% | 99.33% |
02.05.2024 | 6.76% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 143'160 CHF | 61'264 CHF | 99.37% | 99.37% |