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 | 6.09% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 457'446 | 160'173 CHF | 77'265 CHF | 98.61% | 98.61% |
14.05.2024 | 6.66% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 145'256 CHF | 77'628 CHF | 98.71% | 98.71% |
13.05.2024 | 7.02% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 137'564 CHF | 73'782 CHF | 94.25% | 94.25% |
10.05.2024 | 6.83% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 141'400 CHF | 75'700 CHF | 98.88% | 98.88% |
08.05.2024 | 9.99% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'325 CHF | 52'663 CHF | 99.09% | 99.09% |
07.05.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'100 CHF | 50'050 CHF | 98.81% | 98.81% |
06.05.2024 | 11.73% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'275 CHF | 45'137 CHF | 99.08% | 99.08% |
03.05.2024 | 11.44% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'589 CHF | 46'295 CHF | 99.06% | 99.06% |
02.05.2024 | 11.70% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'541 CHF | 45'271 CHF | 98.87% | 98.87% |
30.04.2024 | 12.14% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'584 CHF | 43'792 CHF | 99.18% | 99.18% |