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 | 3.58% | 0.28 CHF | 0.29 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 274'773 CHF | 56'955 CHF | 99.19% | 99.19% |
15.05.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 273'102 CHF | 56'621 CHF | 99.12% | 99.12% |
14.05.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 289'282 CHF | 59'856 CHF | 99.27% | 99.27% |
13.05.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 302'849 CHF | 62'570 CHF | 98.75% | 98.75% |
10.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 312'575 CHF | 64'515 CHF | 99.27% | 99.27% |
08.05.2024 | 2.93% | 0.31 CHF | 0.32 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 336'942 CHF | 69'389 CHF | 99.27% | 99.27% |
07.05.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 366'058 CHF | 75'212 CHF | 99.27% | 99.27% |
06.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 377'596 CHF | 77'519 CHF | 99.27% | 99.27% |
03.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 377'189 CHF | 77'438 CHF | 99.11% | 99.11% |
02.05.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 389'130 CHF | 79'826 CHF | 99.24% | 99.24% |