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 | 6.92% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 139'557 CHF | 74'779 CHF | 99.37% | 99.37% |
15.05.2024 | 6.69% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 144'721 CHF | 77'361 CHF | 99.38% | 99.38% |
14.05.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 159'040 CHF | 84'520 CHF | 99.36% | 99.36% |
13.05.2024 | 5.97% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 162'856 CHF | 86'428 CHF | 98.79% | 98.79% |
10.05.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 494'983 | 189'592 CHF | 98'716 CHF | 99.36% | 99.36% |
08.05.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 228'135 CHF | 95'254 CHF | 99.37% | 99.37% |
07.05.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 1'000'000 | 400'000 | 982'418 | 382'418 | 272'676 CHF | 109'781 CHF | 98.15% | 98.15% |
06.05.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 275'553 CHF | 114'221 CHF | 99.38% | 99.38% |
03.05.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 278'521 CHF | 115'408 CHF | 99.35% | 99.35% |
02.05.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 990'916 | 390'916 | 286'395 CHF | 116'832 CHF | 99.36% | 99.36% |