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 | 4.61% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 212'267 CHF | 111'134 CHF | 99.01% | 99.01% |
14.05.2024 | 4.77% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 205'177 CHF | 107'588 CHF | 99.26% | 99.26% |
13.05.2024 | 6.46% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 150'875 CHF | 80'438 CHF | 98.90% | 98.90% |
10.05.2024 | 5.67% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 171'863 CHF | 90'932 CHF | 99.53% | 99.53% |
08.05.2024 | 5.76% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 168'560 CHF | 89'280 CHF | 91.98% | 91.98% |
07.05.2024 | 5.48% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 177'577 CHF | 93'788 CHF | 99.19% | 99.19% |
06.05.2024 | 4.98% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 196'783 CHF | 103'392 CHF | 99.22% | 99.22% |
03.05.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 203'187 CHF | 106'594 CHF | 99.20% | 99.20% |
02.05.2024 | 6.66% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 146'780 CHF | 78'390 CHF | 94.52% | 94.52% |
30.04.2024 | 6.74% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 143'449 CHF | 76'725 CHF | 99.38% | 99.38% |