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 | 4.14% | 0.24 CHF | 0.25 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 354'907 CHF | 36'991 CHF | 99.27% | 99.27% |
13.05.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 345'606 CHF | 36'061 CHF | 98.75% | 98.75% |
10.05.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 359'411 CHF | 37'441 CHF | 99.27% | 99.27% |
08.05.2024 | 4.70% | 0.22 CHF | 0.23 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 311'860 CHF | 32'686 CHF | 99.27% | 99.27% |
07.05.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 1'500'000 | 150'000 | 1'500'000 | 157'340 | 299'799 CHF | 32'950 CHF | 99.27% | 99.27% |
06.05.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 282'179 CHF | 39'624 CHF | 99.27% | 99.27% |
03.05.2024 | 5.62% | 0.18 CHF | 0.19 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 259'344 CHF | 36'579 CHF | 99.10% | 99.10% |
02.05.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 256'757 CHF | 36'234 CHF | 99.24% | 99.24% |
30.04.2024 | 5.53% | 0.17 CHF | 0.18 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 264'513 CHF | 37'268 CHF | 99.14% | 99.14% |
29.04.2024 | 5.05% | 0.20 CHF | 0.21 CHF | 1'500'000 | 200'000 | 1'500'000 | 199'996 | 290'078 CHF | 40'676 CHF | 99.06% | 99.06% |