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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 6.95% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 139'113 CHF | 74'557 CHF | 99.58% | 99.58% |
28.05.2024 | 5.95% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 163'678 CHF | 86'839 CHF | 95.41% | 95.41% |
27.05.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 169'683 CHF | 89'842 CHF | 98.92% | 98.92% |
24.05.2024 | 6.14% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 157'966 CHF | 83'983 CHF | 99.56% | 99.56% |
23.05.2024 | 5.22% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 419'454 | 187'516 CHF | 82'396 CHF | 96.13% | 96.13% |
22.05.2024 | 6.58% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'926 | 147'497 CHF | 78'734 CHF | 99.59% | 99.59% |
21.05.2024 | 6.51% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 148'723 CHF | 79'362 CHF | 96.34% | 96.34% |
17.05.2024 | 5.87% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 165'626 CHF | 87'813 CHF | 99.60% | 99.60% |
16.05.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 159'943 CHF | 84'972 CHF | 96.07% | 96.07% |
15.05.2024 | 6.43% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 150'536 CHF | 80'268 CHF | 99.14% | 99.14% |