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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 5.48% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 178'171 CHF | 94'086 CHF | 96.95% | 96.95% |
13.05.2024 | 6.62% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 146'330 CHF | 78'165 CHF | 98.58% | 98.58% |
10.05.2024 | 7.27% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 133'003 CHF | 71'501 CHF | 91.61% | 91.61% |
08.05.2024 | 6.19% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 156'830 CHF | 83'415 CHF | 98.39% | 98.39% |
07.05.2024 | 8.16% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 117'941 CHF | 63'970 CHF | 98.67% | 98.67% |
06.05.2024 | 8.24% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 116'639 CHF | 63'320 CHF | 99.00% | 99.00% |
03.05.2024 | 5.43% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 180'724 CHF | 95'362 CHF | 96.44% | 96.44% |
02.05.2024 | 4.46% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 219'470 CHF | 114'735 CHF | 98.72% | 98.72% |
30.04.2024 | 4.29% | 0.25 CHF | 0.26 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 228'624 CHF | 119'312 CHF | 99.13% | 99.13% |
29.04.2024 | 5.47% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 178'327 CHF | 94'164 CHF | 98.67% | 98.67% |