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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 159'614 CHF | 67'846 CHF | 91.95% | 91.95% |
10.05.2024 | 6.36% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 152'323 CHF | 64'929 CHF | 96.39% | 96.39% |
08.05.2024 | 6.43% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 150'680 CHF | 64'272 CHF | 99.01% | 99.01% |
07.05.2024 | 10.31% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'200 CHF | 51'100 CHF | 99.60% | 99.60% |
06.05.2024 | 10.48% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'694 CHF | 50'347 CHF | 97.29% | 97.29% |
03.05.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'695 CHF | 49'848 CHF | 99.60% | 99.60% |
02.05.2024 | 11.29% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 83'837 CHF | 46'918 CHF | 99.27% | 99.27% |
30.04.2024 | 9.63% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'035 CHF | 54'517 CHF | 99.24% | 99.24% |
29.04.2024 | 9.95% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'700 CHF | 52'850 CHF | 98.32% | 98.32% |
26.04.2024 | 10.67% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'995 CHF | 49'497 CHF | 99.07% | 99.07% |