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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 1'000'000 | 600'000 | 1'000'000 | 596'919 | 190'630 CHF | 119'731 CHF | 99.37% | 99.37% |
16.05.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 1'000'000 | 600'000 | 1'000'000 | 599'307 | 187'748 CHF | 118'503 CHF | 99.36% | 99.36% |
15.05.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 1'000'000 | 600'000 | 999'971 | 585'659 | 189'536 CHF | 116'850 CHF | 94.89% | 94.89% |
14.05.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 1'000'000 | 600'000 | 999'963 | 598'539 | 187'479 CHF | 118'196 CHF | 99.36% | 99.36% |
13.05.2024 | 4.90% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 510'449 | 199'000 CHF | 106'679 CHF | 98.73% | 98.73% |
10.05.2024 | 5.02% | 0.19 CHF | 0.20 CHF | 1'000'000 | 600'000 | 999'970 | 577'177 | 194'280 CHF | 117'769 CHF | 99.36% | 99.36% |
08.05.2024 | 5.28% | 0.18 CHF | 0.19 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 184'528 CHF | 116'717 CHF | 99.37% | 99.37% |
07.05.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 180'789 CHF | 114'474 CHF | 98.14% | 98.14% |
06.05.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 1'000'000 | 600'000 | 1'000'000 | 599'739 | 185'452 CHF | 117'219 CHF | 99.38% | 99.38% |
03.05.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 187'426 CHF | 118'456 CHF | 99.35% | 99.35% |