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 | 5.42% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 179'630 CHF | 75'852 CHF | 96.10% | 96.10% |
15.05.2024 | 5.99% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 162'177 CHF | 68'871 CHF | 99.14% | 99.14% |
14.05.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 160'121 CHF | 68'048 CHF | 93.97% | 93.97% |
13.05.2024 | 6.41% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 477'253 | 151'485 CHF | 76'744 CHF | 95.63% | 95.63% |
10.05.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 417'557 | 153'115 CHF | 68'059 CHF | 99.58% | 99.58% |
08.05.2024 | 7.33% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 131'507 CHF | 70'753 CHF | 99.51% | 99.51% |
07.05.2024 | 6.41% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'624 | 151'130 CHF | 80'501 CHF | 99.59% | 99.59% |
06.05.2024 | 6.75% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 143'338 CHF | 76'669 CHF | 99.06% | 99.06% |
03.05.2024 | 6.70% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 144'388 CHF | 77'194 CHF | 98.08% | 98.08% |
02.05.2024 | 7.34% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 131'587 CHF | 70'794 CHF | 99.53% | 99.53% |