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 | 3.85% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 255'165 CHF | 132'583 CHF | 97.46% | 97.46% |
14.05.2024 | 3.39% | 0.28 CHF | 0.29 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 290'109 CHF | 150'054 CHF | 97.24% | 97.24% |
13.05.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 280'212 CHF | 145'106 CHF | 99.05% | 99.05% |
10.05.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 294'576 CHF | 152'288 CHF | 99.58% | 99.58% |
08.05.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 1'000'000 | 500'000 | 1'000'000 | 482'913 | 340'406 CHF | 168'877 CHF | 99.49% | 99.49% |
07.05.2024 | 2.85% | 0.33 CHF | 0.34 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 346'074 CHF | 178'037 CHF | 99.59% | 99.59% |
06.05.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 386'724 CHF | 158'690 CHF | 99.55% | 99.55% |
03.05.2024 | 2.07% | 0.44 CHF | 0.45 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 479'349 CHF | 195'739 CHF | 99.40% | 99.40% |
02.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 529'397 CHF | 179'466 CHF | 99.57% | 99.57% |
30.04.2024 | 1.92% | 0.55 CHF | 0.56 CHF | 900'000 | 300'000 | 999'759 | 399'759 | 515'871 CHF | 210'266 CHF | 99.37% | 99.37% |