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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 5.56% | 0.19 CHF | 0.20 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 175'104 CHF | 27'766 CHF | 98.66% | 98.66% |
14.05.2024 | 7.88% | 0.11 CHF | 0.12 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 122'278 CHF | 19'842 CHF | 99.36% | 99.36% |
13.05.2024 | 7.01% | 0.14 CHF | 0.15 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 137'923 CHF | 22'189 CHF | 98.85% | 98.85% |
10.05.2024 | 6.01% | 0.17 CHF | 0.18 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 161'832 CHF | 25'775 CHF | 96.13% | 96.13% |
08.05.2024 | 8.33% | 0.13 CHF | 0.14 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 115'130 CHF | 18'769 CHF | 99.36% | 99.36% |
07.05.2024 | 8.87% | 0.12 CHF | 0.13 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 107'955 CHF | 17'693 CHF | 99.37% | 99.37% |
06.05.2024 | 8.65% | 0.11 CHF | 0.12 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 110'770 CHF | 18'116 CHF | 99.37% | 99.37% |
03.05.2024 | 9.09% | 0.11 CHF | 0.12 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 105'083 CHF | 17'263 CHF | 99.14% | 99.14% |
02.05.2024 | 9.03% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 105'930 CHF | 17'389 CHF | 99.33% | 99.33% |
30.04.2024 | 8.79% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 108'830 CHF | 17'825 CHF | 99.22% | 99.22% |