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 | 4.82% | 0.20 CHF | 0.21 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 202'590 CHF | 53'148 CHF | 98.48% | 98.48% |
15.05.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 195'088 CHF | 51'272 CHF | 98.33% | 98.33% |
14.05.2024 | 4.68% | 0.22 CHF | 0.23 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 209'183 CHF | 54'796 CHF | 99.36% | 99.36% |
13.05.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 180'605 CHF | 47'651 CHF | 98.93% | 98.93% |
10.05.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 178'020 CHF | 47'005 CHF | 99.37% | 99.37% |
08.05.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 160'947 CHF | 42'737 CHF | 99.35% | 99.35% |
07.05.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 155'935 CHF | 41'484 CHF | 94.73% | 94.73% |
06.05.2024 | 6.15% | 0.16 CHF | 0.17 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 157'747 CHF | 41'937 CHF | 99.36% | 99.36% |
03.05.2024 | 6.28% | 0.16 CHF | 0.17 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 154'463 CHF | 41'116 CHF | 99.36% | 99.36% |
02.05.2024 | 7.06% | 0.13 CHF | 0.14 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 136'849 CHF | 36'712 CHF | 99.36% | 99.36% |