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 | 6.06% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 159'943 CHF | 84'972 CHF | 96.07% | 96.07% |
15.05.2024 | 6.43% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 150'536 CHF | 80'268 CHF | 99.14% | 99.14% |
14.05.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 150'015 CHF | 80'008 CHF | 93.99% | 93.99% |
13.05.2024 | 7.17% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 134'906 CHF | 72'453 CHF | 95.60% | 95.60% |
10.05.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 140'000 CHF | 75'000 CHF | 99.58% | 99.58% |
08.05.2024 | 7.88% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 121'950 CHF | 65'975 CHF | 99.51% | 99.51% |
07.05.2024 | 6.87% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 140'632 CHF | 75'316 CHF | 99.58% | 99.58% |
06.05.2024 | 7.14% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 135'214 CHF | 72'607 CHF | 99.07% | 99.07% |
03.05.2024 | 7.24% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 133'226 CHF | 71'613 CHF | 98.18% | 98.18% |
02.05.2024 | 7.58% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 999'944 | 500'000 | 127'267 CHF | 68'637 CHF | 99.58% | 99.58% |