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 | 4.23% | 0.24 CHF | 0.25 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 231'280 CHF | 36'192 CHF | 99.27% | 99.27% |
15.05.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 223'395 CHF | 35'009 CHF | 99.08% | 99.08% |
14.05.2024 | 4.61% | 0.23 CHF | 0.24 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 212'586 CHF | 33'388 CHF | 99.27% | 99.27% |
13.05.2024 | 4.49% | 0.20 CHF | 0.21 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 217'866 CHF | 34'180 CHF | 98.81% | 98.81% |
10.05.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 218'382 CHF | 34'257 CHF | 99.27% | 99.27% |
08.05.2024 | 5.21% | 0.22 CHF | 0.23 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 188'306 CHF | 29'746 CHF | 99.27% | 99.27% |
07.05.2024 | 5.52% | 0.18 CHF | 0.19 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 176'301 CHF | 27'945 CHF | 99.27% | 99.27% |
06.05.2024 | 6.01% | 0.15 CHF | 0.16 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 161'430 CHF | 25'715 CHF | 99.27% | 99.27% |
03.05.2024 | 6.63% | 0.15 CHF | 0.16 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 146'056 CHF | 23'409 CHF | 99.15% | 99.15% |
02.05.2024 | 7.87% | 0.12 CHF | 0.13 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 122'237 CHF | 19'836 CHF | 99.19% | 99.19% |