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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 3.95% | 0.23 CHF | 0.24 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 248'870 CHF | 258'870 CHF | 98.86% | 98.86% |
14.05.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 210'849 CHF | 218'349 CHF | 99.40% | 99.40% |
13.05.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 211'400 CHF | 218'900 CHF | 98.92% | 98.92% |
10.05.2024 | 3.25% | 0.29 CHF | 0.30 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 227'559 CHF | 235'059 CHF | 100.00% | 100.00% |
08.05.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 189'857 CHF | 194'857 CHF | 99.67% | 99.67% |
07.05.2024 | 2.21% | 0.41 CHF | 0.42 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 224'632 CHF | 229'632 CHF | 96.81% | 96.81% |
06.05.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 269'740 CHF | 274'740 CHF | 99.85% | 99.85% |
03.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 152'165 CHF | 154'665 CHF | 95.16% | 95.16% |
02.05.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 313'672 CHF | 318'672 CHF | 99.37% | 99.37% |
30.04.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 290'916 CHF | 295'916 CHF | 99.84% | 99.84% |