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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 322'065 CHF | 166'033 CHF | 98.50% | 98.50% |
15.05.2024 | 3.31% | 0.32 CHF | 0.33 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 297'017 CHF | 153'509 CHF | 98.31% | 98.31% |
14.05.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 308'223 CHF | 159'111 CHF | 99.36% | 99.36% |
13.05.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 310'636 CHF | 160'318 CHF | 98.92% | 98.92% |
10.05.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 303'537 CHF | 156'768 CHF | 99.37% | 99.37% |
08.05.2024 | 3.74% | 0.28 CHF | 0.29 CHF | 1'000'000 | 500'000 | 1'000'000 | 592'356 | 262'905 CHF | 160'728 CHF | 99.35% | 99.35% |
07.05.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 224'127 CHF | 175'595 CHF | 94.61% | 94.61% |
06.05.2024 | 4.04% | 0.22 CHF | 0.23 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 242'900 CHF | 189'675 CHF | 99.37% | 99.37% |
03.05.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 240'302 CHF | 187'727 CHF | 99.36% | 99.36% |
02.05.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 234'401 CHF | 183'301 CHF | 99.37% | 99.37% |