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 | 5.80% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 167'641 CHF | 71'057 CHF | 99.24% | 99.24% |
15.05.2024 | 5.07% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 193'475 CHF | 81'390 CHF | 99.12% | 99.12% |
14.05.2024 | 5.94% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 403'538 | 164'288 CHF | 70'281 CHF | 98.61% | 98.61% |
13.05.2024 | 6.80% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 480'586 | 143'124 CHF | 73'134 CHF | 98.52% | 98.52% |
10.05.2024 | 5.95% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 418'195 | 163'823 CHF | 72'359 CHF | 98.25% | 98.25% |
08.05.2024 | 5.26% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 186'552 CHF | 78'621 CHF | 98.38% | 98.38% |
07.05.2024 | 4.15% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 236'774 CHF | 98'709 CHF | 98.99% | 98.99% |
06.05.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 248'373 CHF | 103'349 CHF | 98.82% | 98.82% |
03.05.2024 | 4.25% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 230'872 CHF | 96'349 CHF | 98.52% | 98.52% |
02.05.2024 | 3.93% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 250'629 CHF | 104'252 CHF | 98.71% | 98.71% |