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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 902'920 | 302'920 | 209'251 CHF | 73'227 CHF | 98.63% | 98.63% |
24.05.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 225'734 CHF | 94'294 CHF | 98.63% | 98.63% |
23.05.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 960'000 | 360'000 | 233'001 CHF | 90'864 CHF | 94.87% | 94.87% |
22.05.2024 | 4.20% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 233'325 CHF | 97'330 CHF | 98.01% | 98.01% |
21.05.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 222'058 CHF | 92'823 CHF | 96.33% | 96.33% |
17.05.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 207'923 CHF | 87'169 CHF | 98.62% | 98.62% |
16.05.2024 | 4.47% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 218'600 CHF | 91'440 CHF | 99.00% | 99.00% |
15.05.2024 | 4.91% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 198'715 CHF | 83'486 CHF | 97.75% | 97.75% |
14.05.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 187'682 CHF | 79'073 CHF | 98.26% | 98.26% |
13.05.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 196'257 CHF | 82'503 CHF | 97.76% | 97.76% |