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 | 7.71% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 124'851 CHF | 67'426 CHF | 94.20% | 94.20% |
15.05.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 140'483 CHF | 75'242 CHF | 98.01% | 98.01% |
14.05.2024 | 6.60% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 146'639 CHF | 78'320 CHF | 96.60% | 96.60% |
13.05.2024 | 7.22% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 133'749 CHF | 71'874 CHF | 94.44% | 94.44% |
10.05.2024 | 7.13% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 135'609 CHF | 72'805 CHF | 98.53% | 98.53% |
08.05.2024 | 6.48% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 149'577 CHF | 79'789 CHF | 99.22% | 99.22% |
07.05.2024 | 7.44% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 131'628 CHF | 70'814 CHF | 98.82% | 98.82% |
06.05.2024 | 7.90% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 121'820 CHF | 65'910 CHF | 97.42% | 97.42% |
03.05.2024 | 7.94% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 121'031 CHF | 65'515 CHF | 98.90% | 98.90% |
02.05.2024 | 8.14% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 118'055 CHF | 64'028 CHF | 99.20% | 99.20% |