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 | 4.77% | 0.21 CHF | 0.22 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 204'670 CHF | 32'201 CHF | 99.27% | 99.27% |
15.05.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 198'406 CHF | 31'261 CHF | 99.08% | 99.08% |
14.05.2024 | 5.21% | 0.21 CHF | 0.22 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 187'387 CHF | 29'608 CHF | 99.27% | 99.27% |
13.05.2024 | 5.08% | 0.18 CHF | 0.19 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 192'156 CHF | 30'323 CHF | 98.81% | 98.81% |
10.05.2024 | 5.04% | 0.20 CHF | 0.21 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 193'459 CHF | 30'519 CHF | 99.27% | 99.27% |
08.05.2024 | 5.81% | 0.20 CHF | 0.21 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 168'398 CHF | 26'760 CHF | 99.27% | 99.27% |
07.05.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 160'629 CHF | 25'594 CHF | 99.27% | 99.27% |
06.05.2024 | 6.47% | 0.14 CHF | 0.15 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 149'687 CHF | 23'953 CHF | 99.27% | 99.27% |
03.05.2024 | 7.06% | 0.13 CHF | 0.14 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 136'811 CHF | 22'022 CHF | 99.16% | 99.16% |
02.05.2024 | 7.88% | 0.13 CHF | 0.14 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 122'212 CHF | 19'832 CHF | 99.19% | 99.19% |