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 | 3.87% | 0.25 CHF | 0.26 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 253'640 CHF | 39'546 CHF | 98.47% | 98.47% |
15.05.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 257'616 CHF | 40'142 CHF | 98.33% | 98.33% |
14.05.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 252'626 CHF | 39'394 CHF | 99.36% | 99.36% |
13.05.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 220'793 CHF | 34'619 CHF | 98.93% | 98.93% |
10.05.2024 | 4.70% | 0.19 CHF | 0.20 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 208'825 CHF | 32'824 CHF | 99.36% | 99.36% |
08.05.2024 | 4.66% | 0.24 CHF | 0.25 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 210'181 CHF | 33'027 CHF | 99.36% | 99.36% |
07.05.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 1'000'000 | 150'000 | 1'000'000 | 152'068 | 198'656 CHF | 31'672 CHF | 94.70% | 94.70% |
06.05.2024 | 11.02% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 86'039 CHF | 24'010 CHF | 99.37% | 99.37% |
03.05.2024 | 9.13% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 105'251 CHF | 28'813 CHF | 99.37% | 99.37% |
02.05.2024 | 10.50% | 0.09 CHF | 0.10 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 90'301 CHF | 25'075 CHF | 99.36% | 99.36% |