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 | 5.43% | 0.18 CHF | 0.19 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 179'393 CHF | 9'470 CHF | 99.28% | 99.28% |
15.05.2024 | 5.49% | 0.17 CHF | 0.18 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 177'453 CHF | 9'373 CHF | 99.38% | 99.38% |
14.05.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 188'633 CHF | 9'932 CHF | 99.36% | 99.36% |
13.05.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 216'927 CHF | 11'346 CHF | 98.78% | 98.78% |
10.05.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 205'439 CHF | 10'772 CHF | 99.37% | 99.37% |
08.05.2024 | 3.64% | 0.25 CHF | 0.26 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 269'942 CHF | 13'997 CHF | 99.37% | 99.37% |
07.05.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 281'490 CHF | 14'575 CHF | 98.16% | 98.16% |
06.05.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 286'194 CHF | 14'810 CHF | 99.38% | 99.38% |
03.05.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 289'151 CHF | 14'958 CHF | 99.36% | 99.36% |
02.05.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 326'837 CHF | 16'842 CHF | 99.35% | 99.35% |