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 | 4.58% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 213'451 CHF | 89'381 CHF | 98.65% | 98.65% |
15.05.2024 | 4.50% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 999'985 | 400'000 | 218'186 CHF | 91'276 CHF | 98.64% | 98.64% |
14.05.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 200'174 CHF | 84'070 CHF | 98.40% | 98.40% |
13.05.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'018 | 190'351 CHF | 80'144 CHF | 95.17% | 95.17% |
10.05.2024 | 5.01% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 999'989 | 400'502 | 194'635 CHF | 81'955 CHF | 98.96% | 98.96% |
08.05.2024 | 6.86% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 140'739 CHF | 75'370 CHF | 99.08% | 99.08% |
07.05.2024 | 7.21% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 133'916 CHF | 71'958 CHF | 97.78% | 97.78% |
06.05.2024 | 7.93% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 121'166 CHF | 65'583 CHF | 99.07% | 99.07% |
03.05.2024 | 7.61% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 126'567 CHF | 68'284 CHF | 99.08% | 99.08% |
02.05.2024 | 7.76% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 999'989 | 500'000 | 123'969 CHF | 66'985 CHF | 97.80% | 97.80% |