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 | 5.42% | 0.19 CHF | 0.20 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 269'643 CHF | 37'952 CHF | 99.27% | 99.27% |
15.05.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 311'937 CHF | 43'592 CHF | 99.08% | 99.08% |
14.05.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 332'842 CHF | 46'379 CHF | 99.27% | 99.27% |
13.05.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 312'412 CHF | 43'655 CHF | 98.81% | 98.81% |
10.05.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 324'622 CHF | 45'283 CHF | 99.27% | 99.27% |
08.05.2024 | 4.64% | 0.18 CHF | 0.19 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 322'451 CHF | 44'994 CHF | 99.27% | 99.27% |
07.05.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 414'342 CHF | 57'246 CHF | 99.27% | 99.27% |
06.05.2024 | 4.23% | 0.27 CHF | 0.28 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 349'130 CHF | 48'551 CHF | 99.27% | 99.27% |
03.05.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 316'386 CHF | 44'185 CHF | 99.15% | 99.15% |
02.05.2024 | 4.73% | 0.19 CHF | 0.20 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 310'127 CHF | 43'350 CHF | 99.19% | 99.19% |