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 | 3.91% | 0.26 CHF | 0.27 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 251'185 CHF | 52'237 CHF | 99.27% | 99.27% |
15.05.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 249'634 CHF | 51'927 CHF | 99.12% | 99.12% |
14.05.2024 | 4.32% | 0.24 CHF | 0.25 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 226'796 CHF | 47'359 CHF | 99.27% | 99.27% |
13.05.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 224'804 CHF | 46'961 CHF | 98.75% | 98.75% |
10.05.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 217'394 CHF | 45'479 CHF | 99.27% | 99.27% |
08.05.2024 | 4.61% | 0.22 CHF | 0.23 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 212'297 CHF | 44'459 CHF | 99.27% | 99.27% |
07.05.2024 | 5.74% | 0.18 CHF | 0.19 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 169'612 CHF | 35'923 CHF | 99.27% | 99.27% |
06.05.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 161'765 CHF | 34'353 CHF | 99.27% | 99.27% |
03.05.2024 | 6.23% | 0.16 CHF | 0.17 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 155'730 CHF | 33'146 CHF | 99.10% | 99.10% |
02.05.2024 | 6.07% | 0.15 CHF | 0.16 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 160'091 CHF | 34'018 CHF | 99.24% | 99.24% |