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 | 0.97% | 1.10 CHF | 1.11 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'023'150 CHF | 103'315 CHF | 94.66% | 94.66% |
14.05.2024 | 1.09% | 0.96 CHF | 0.97 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 912'722 CHF | 92'272 CHF | 99.16% | 99.16% |
13.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 910'274 CHF | 92'027 CHF | 98.75% | 98.75% |
10.05.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 848'066 CHF | 85'807 CHF | 99.17% | 99.17% |
08.05.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 670'851 CHF | 68'085 CHF | 99.17% | 99.17% |
07.05.2024 | 1.78% | 0.62 CHF | 0.63 CHF | 1'000'000 | 100'000 | 999'983 | 100'000 | 559'337 CHF | 56'935 CHF | 97.78% | 97.78% |
06.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 463'805 CHF | 47'381 CHF | 99.17% | 99.17% |
03.05.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 415'004 CHF | 42'500 CHF | 99.16% | 99.16% |
02.05.2024 | 2.40% | 0.38 CHF | 0.39 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 413'252 CHF | 42'325 CHF | 99.10% | 99.10% |
30.04.2024 | 2.14% | 0.43 CHF | 0.44 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 462'359 CHF | 47'236 CHF | 94.60% | 94.60% |