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 | 5.21% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 186'998 CHF | 78'799 CHF | 99.48% | 99.48% |
15.05.2024 | 5.30% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 989'971 | 389'971 | 181'956 CHF | 75'479 CHF | 99.50% | 99.50% |
14.05.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 935'205 | 335'205 | 185'535 CHF | 69'765 CHF | 99.14% | 99.14% |
13.05.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 976'644 | 376'644 | 190'983 CHF | 77'353 CHF | 99.02% | 99.02% |
10.05.2024 | 4.57% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 192'375 CHF | 67'125 CHF | 98.23% | 98.23% |
08.05.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'971 | 300'971 | 196'919 CHF | 68'786 CHF | 99.56% | 99.56% |
07.05.2024 | 4.86% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 979'494 | 379'494 | 196'637 CHF | 79'850 CHF | 99.63% | 99.63% |
06.05.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 199'936 CHF | 83'974 CHF | 99.55% | 99.55% |
03.05.2024 | 4.73% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 966'459 | 366'459 | 199'607 CHF | 79'180 CHF | 99.54% | 99.54% |
02.05.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 187'588 CHF | 79'035 CHF | 99.11% | 99.11% |