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 | 5.95% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 164'253 CHF | 69'701 CHF | 98.93% | 98.93% |
15.05.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 399'981 | 178'362 CHF | 75'342 CHF | 98.77% | 98.77% |
14.05.2024 | 4.36% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 986'630 | 386'618 | 222'733 CHF | 90'915 CHF | 98.42% | 98.42% |
13.05.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 399'894 | 210'822 CHF | 88'305 CHF | 94.83% | 94.83% |
10.05.2024 | 4.95% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 197'320 CHF | 82'928 CHF | 99.04% | 99.04% |
08.05.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 167'250 CHF | 70'900 CHF | 98.67% | 98.67% |
07.05.2024 | 5.99% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 999'883 | 402'146 | 162'031 CHF | 69'164 CHF | 98.85% | 98.85% |
06.05.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 433'526 | 158'686 CHF | 72'940 CHF | 98.89% | 98.89% |
03.05.2024 | 6.16% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 458'098 | 157'820 CHF | 76'553 CHF | 99.12% | 99.12% |
02.05.2024 | 5.42% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 999'977 | 416'258 | 179'806 CHF | 78'831 CHF | 99.10% | 99.10% |