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 | 5.39% | 0.19 CHF | 0.20 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 271'323 CHF | 38'176 CHF | 99.27% | 99.27% |
15.05.2024 | 4.78% | 0.20 CHF | 0.21 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 306'401 CHF | 42'854 CHF | 99.08% | 99.08% |
14.05.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 327'428 CHF | 45'657 CHF | 99.27% | 99.27% |
13.05.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 304'273 CHF | 42'570 CHF | 98.81% | 98.81% |
10.05.2024 | 4.67% | 0.21 CHF | 0.22 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 313'619 CHF | 43'816 CHF | 99.27% | 99.27% |
08.05.2024 | 4.66% | 0.18 CHF | 0.19 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 319'153 CHF | 44'554 CHF | 99.27% | 99.27% |
07.05.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 393'849 CHF | 54'513 CHF | 99.27% | 99.27% |
06.05.2024 | 4.29% | 0.26 CHF | 0.27 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 343'146 CHF | 47'753 CHF | 99.27% | 99.27% |
03.05.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 302'101 CHF | 42'280 CHF | 99.15% | 99.15% |
02.05.2024 | 4.94% | 0.19 CHF | 0.20 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 296'040 CHF | 41'472 CHF | 99.19% | 99.19% |