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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 6.97% | 0.14 CHF | 0.15 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 138'661 CHF | 52'031 CHF | 99.17% | 99.17% |
14.05.2024 | 6.32% | 0.14 CHF | 0.15 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 153'647 CHF | 57'276 CHF | 99.16% | 99.16% |
13.05.2024 | 6.08% | 0.15 CHF | 0.16 CHF | 1'000'000 | 350'000 | 957'582 | 328'791 | 152'881 CHF | 55'737 CHF | 98.58% | 98.58% |
10.05.2024 | 5.56% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 909'031 | 304'516 | 159'183 CHF | 56'347 CHF | 99.17% | 99.17% |
08.05.2024 | 5.43% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 161'213 CHF | 56'738 CHF | 99.17% | 99.17% |
07.05.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 161'207 CHF | 56'736 CHF | 97.93% | 97.93% |
06.05.2024 | 5.34% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 164'185 CHF | 57'728 CHF | 99.17% | 99.17% |
03.05.2024 | 5.22% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 168'024 CHF | 59'008 CHF | 99.16% | 99.16% |
02.05.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 158'515 CHF | 58'980 CHF | 99.15% | 99.15% |
30.04.2024 | 5.84% | 0.16 CHF | 0.17 CHF | 1'000'000 | 350'000 | 991'310 | 345'655 | 164'942 CHF | 60'965 CHF | 99.17% | 99.17% |