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 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'000 CHF | 45'000 CHF | 99.19% | 99.19% |
15.05.2024 | 9.75% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 97'812 CHF | 53'906 CHF | 97.21% | 97.21% |
14.05.2024 | 8.42% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 114'018 CHF | 62'009 CHF | 98.30% | 98.30% |
13.05.2024 | 8.30% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 115'642 CHF | 62'821 CHF | 97.73% | 97.73% |
10.05.2024 | 7.45% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 129'306 CHF | 69'653 CHF | 98.27% | 98.27% |
08.05.2024 | 7.31% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 131'863 CHF | 70'932 CHF | 98.28% | 98.28% |
07.05.2024 | 7.35% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 131'186 CHF | 70'593 CHF | 98.80% | 98.80% |
06.05.2024 | 6.95% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 139'154 CHF | 74'577 CHF | 97.70% | 97.70% |
03.05.2024 | 5.82% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 167'105 CHF | 88'552 CHF | 95.13% | 95.13% |
02.05.2024 | 5.01% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 194'837 CHF | 102'419 CHF | 96.27% | 96.27% |