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 | 2.61% | 0.36 CHF | 0.37 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 378'776 CHF | 194'388 CHF | 98.85% | 98.85% |
14.05.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 412'231 CHF | 211'115 CHF | 93.19% | 93.19% |
13.05.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 404'795 CHF | 207'398 CHF | 98.02% | 98.02% |
10.05.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 385'406 CHF | 197'703 CHF | 93.01% | 93.01% |
08.05.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 1'000'000 | 500'000 | 1'000'000 | 478'580 | 434'692 CHF | 212'583 CHF | 99.49% | 99.49% |
07.05.2024 | 2.09% | 0.44 CHF | 0.45 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 473'714 CHF | 193'486 CHF | 99.24% | 99.24% |
06.05.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 536'922 CHF | 218'769 CHF | 98.75% | 98.75% |
03.05.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 1'000'000 | 400'000 | 990'349 | 390'349 | 586'677 CHF | 234'959 CHF | 98.08% | 98.08% |
02.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 900'000 | 300'000 | 911'321 | 311'321 | 578'153 CHF | 200'504 CHF | 99.39% | 99.39% |
30.04.2024 | 1.64% | 0.65 CHF | 0.66 CHF | 900'000 | 300'000 | 998'347 | 398'347 | 604'099 CHF | 244'980 CHF | 99.50% | 99.50% |