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 | 6.97% | 0.15 CHF | 0.16 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 138'761 CHF | 37'190 CHF | 99.37% | 99.37% |
15.05.2024 | 7.65% | 0.12 CHF | 0.13 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 125'981 CHF | 33'995 CHF | 99.38% | 99.38% |
14.05.2024 | 6.92% | 0.13 CHF | 0.14 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 139'955 CHF | 37'489 CHF | 99.37% | 99.37% |
13.05.2024 | 7.14% | 0.13 CHF | 0.14 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 135'176 CHF | 36'294 CHF | 98.80% | 98.80% |
10.05.2024 | 6.78% | 0.14 CHF | 0.15 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 142'579 CHF | 38'145 CHF | 99.36% | 99.36% |
08.05.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 173'167 CHF | 45'792 CHF | 99.37% | 99.37% |
07.05.2024 | 4.59% | 0.20 CHF | 0.21 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 213'176 CHF | 55'794 CHF | 98.15% | 98.15% |
06.05.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 226'243 CHF | 59'061 CHF | 99.37% | 99.37% |
03.05.2024 | 3.89% | 0.24 CHF | 0.25 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 252'454 CHF | 65'613 CHF | 99.34% | 99.34% |
02.05.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 260'065 CHF | 67'516 CHF | 99.35% | 99.35% |