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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 6.75% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 143'208 CHF | 76'604 CHF | 98.22% | 98.22% |
23.05.2024 | 6.30% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 153'968 CHF | 81'984 CHF | 95.97% | 95.97% |
22.05.2024 | 5.86% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 165'789 CHF | 87'895 CHF | 99.51% | 99.51% |
21.05.2024 | 5.35% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 182'008 CHF | 96'004 CHF | 96.90% | 96.90% |
17.05.2024 | 3.91% | 0.24 CHF | 0.25 CHF | 1'000'000 | 500'000 | 1'000'000 | 459'190 | 251'248 CHF | 119'606 CHF | 99.02% | 99.02% |
16.05.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 1'000'000 | 500'000 | 1'000'000 | 486'888 | 235'316 CHF | 119'054 CHF | 99.05% | 99.05% |
15.05.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'803 | 243'091 CHF | 126'492 CHF | 99.44% | 99.44% |
14.05.2024 | 3.89% | 0.24 CHF | 0.25 CHF | 1'000'000 | 500'000 | 1'000'000 | 478'397 | 253'043 CHF | 125'514 CHF | 99.52% | 99.52% |
13.05.2024 | 4.02% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 492'827 | 244'249 CHF | 125'124 CHF | 99.05% | 99.05% |
10.05.2024 | 4.00% | 0.23 CHF | 0.24 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 245'261 CHF | 127'631 CHF | 99.57% | 99.57% |