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 | 3.24% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 994'443 | 394'443 | 301'904 CHF | 123'637 CHF | 98.30% | 98.30% |
14.05.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 317'683 CHF | 108'894 CHF | 99.37% | 99.37% |
13.05.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 1'000'000 | 400'000 | 992'462 | 392'462 | 307'405 CHF | 125'394 CHF | 98.92% | 98.92% |
10.05.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 985'607 | 385'607 | 313'858 CHF | 126'575 CHF | 99.36% | 99.36% |
08.05.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 332'471 CHF | 113'824 CHF | 99.35% | 99.35% |
07.05.2024 | 2.50% | 0.37 CHF | 0.38 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 356'439 CHF | 121'813 CHF | 94.63% | 94.63% |
06.05.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 900'000 | 300'000 | 832'689 | 277'563 | 353'439 CHF | 120'589 CHF | 99.36% | 99.36% |
03.05.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 751'722 | 250'574 | 355'161 CHF | 120'893 CHF | 99.34% | 99.34% |
02.05.2024 | 2.25% | 0.51 CHF | 0.52 CHF | 750'000 | 250'000 | 842'125 | 280'708 | 369'369 CHF | 125'930 CHF | 99.36% | 99.36% |
30.04.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 371'169 CHF | 126'723 CHF | 99.35% | 99.35% |