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 | 14.91% | 0.07 CHF | 0.08 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 62'296 CHF | 10'844 CHF | 99.37% | 99.37% |
15.05.2024 | 12.13% | 0.07 CHF | 0.08 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 77'939 CHF | 13'191 CHF | 98.67% | 98.67% |
14.05.2024 | 7.83% | 0.13 CHF | 0.14 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 122'933 CHF | 19'940 CHF | 99.35% | 99.35% |
13.05.2024 | 8.49% | 0.11 CHF | 0.12 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 113'024 CHF | 18'454 CHF | 98.85% | 98.85% |
10.05.2024 | 8.58% | 0.11 CHF | 0.12 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 111'733 CHF | 18'260 CHF | 96.13% | 96.13% |
08.05.2024 | 6.48% | 0.14 CHF | 0.15 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 149'478 CHF | 23'922 CHF | 99.37% | 99.37% |
07.05.2024 | 6.14% | 0.15 CHF | 0.16 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 158'122 CHF | 25'218 CHF | 99.37% | 99.37% |
06.05.2024 | 6.32% | 0.16 CHF | 0.17 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 153'454 CHF | 24'518 CHF | 99.36% | 99.36% |
03.05.2024 | 5.98% | 0.16 CHF | 0.17 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 162'420 CHF | 25'863 CHF | 99.14% | 99.14% |
02.05.2024 | 6.01% | 0.17 CHF | 0.18 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 161'591 CHF | 25'739 CHF | 99.33% | 99.33% |