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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 8.82% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'917 | 108'479 CHF | 59'230 CHF | 99.64% | 99.64% |
13.05.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 120'765 CHF | 52'306 CHF | 99.07% | 99.07% |
10.05.2024 | 10.24% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'860 CHF | 51'430 CHF | 99.56% | 99.56% |
08.05.2024 | 10.51% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'191 CHF | 50'096 CHF | 99.09% | 99.09% |
07.05.2024 | 9.48% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'562 CHF | 55'281 CHF | 99.60% | 99.60% |
06.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 465'396 | 110'000 CHF | 55'848 CHF | 99.74% | 99.74% |
03.05.2024 | 7.84% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 415'375 | 123'264 CHF | 55'095 CHF | 99.40% | 99.40% |
02.05.2024 | 7.36% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 130'901 CHF | 56'360 CHF | 99.71% | 99.71% |
30.04.2024 | 7.85% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 414'086 | 123'569 CHF | 55'006 CHF | 96.07% | 96.07% |
29.04.2024 | 7.09% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 136'301 CHF | 58'520 CHF | 99.59% | 99.59% |