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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.09% | 0.98 CHF | 0.99 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 913'682 CHF | 369'473 CHF | 99.35% | 99.35% |
13.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 916'164 CHF | 370'465 CHF | 98.95% | 98.95% |
10.05.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 844'152 CHF | 341'661 CHF | 99.38% | 99.38% |
08.05.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 615'395 CHF | 250'158 CHF | 99.37% | 99.37% |
07.05.2024 | 2.09% | 0.55 CHF | 0.56 CHF | 1'000'000 | 400'000 | 1'000'000 | 489'202 | 474'725 CHF | 236'571 CHF | 97.98% | 97.98% |
06.05.2024 | 2.81% | 0.33 CHF | 0.34 CHF | 1'000'000 | 600'000 | 1'000'000 | 560'665 | 352'096 CHF | 202'018 CHF | 99.36% | 99.36% |
03.05.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 293'226 CHF | 181'936 CHF | 99.33% | 99.33% |
02.05.2024 | 3.41% | 0.25 CHF | 0.26 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 290'031 CHF | 180'018 CHF | 99.30% | 99.30% |
30.04.2024 | 2.82% | 0.32 CHF | 0.33 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 350'798 CHF | 216'479 CHF | 94.81% | 94.81% |
29.04.2024 | 2.36% | 0.38 CHF | 0.39 CHF | 1'000'000 | 600'000 | 1'000'000 | 528'746 | 419'588 CHF | 226'600 CHF | 99.36% | 99.36% |