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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.06.2024 | 8.40% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 114'276 CHF | 62'138 CHF | 98.82% | 98.82% |
05.06.2024 | 8.76% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'275 CHF | 59'638 CHF | 98.51% | 98.51% |
04.06.2024 | 8.58% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 111'655 CHF | 60'827 CHF | 99.06% | 99.06% |
03.06.2024 | 7.94% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 120'989 CHF | 65'494 CHF | 98.70% | 98.70% |
31.05.2024 | 7.90% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 121'642 CHF | 65'821 CHF | 99.14% | 99.14% |
30.05.2024 | 8.21% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 117'176 CHF | 63'588 CHF | 99.03% | 99.03% |
29.05.2024 | 8.48% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 113'097 CHF | 61'548 CHF | 98.78% | 98.78% |
28.05.2024 | 7.85% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 122'591 CHF | 66'296 CHF | 98.85% | 98.85% |
27.05.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 120'033 CHF | 65'017 CHF | 98.64% | 98.64% |
24.05.2024 | 7.98% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 120'429 CHF | 65'215 CHF | 98.71% | 98.71% |