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 | 4.70% | 0.21 CHF | 0.22 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 208'045 CHF | 163'533 CHF | 98.50% | 98.50% |
15.05.2024 | 5.17% | 0.21 CHF | 0.22 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 188'710 CHF | 149'033 CHF | 98.31% | 98.31% |
14.05.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 198'585 CHF | 156'439 CHF | 99.36% | 99.36% |
13.05.2024 | 4.86% | 0.19 CHF | 0.20 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 200'999 CHF | 158'249 CHF | 98.92% | 98.92% |
10.05.2024 | 4.94% | 0.20 CHF | 0.21 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 197'774 CHF | 155'830 CHF | 99.37% | 99.37% |
08.05.2024 | 5.74% | 0.18 CHF | 0.19 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 169'730 CHF | 134'797 CHF | 99.35% | 99.35% |
07.05.2024 | 6.83% | 0.15 CHF | 0.16 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 141'624 CHF | 113'718 CHF | 94.64% | 94.64% |
06.05.2024 | 6.29% | 0.14 CHF | 0.15 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 154'420 CHF | 123'315 CHF | 99.38% | 99.38% |
03.05.2024 | 6.40% | 0.15 CHF | 0.16 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 151'296 CHF | 120'972 CHF | 99.36% | 99.36% |
02.05.2024 | 6.51% | 0.15 CHF | 0.16 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 148'589 CHF | 118'942 CHF | 99.36% | 99.36% |