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 | 2.62% | 0.38 CHF | 0.39 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 376'746 CHF | 154'698 CHF | 98.50% | 98.50% |
15.05.2024 | 2.89% | 0.37 CHF | 0.38 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 341'645 CHF | 140'658 CHF | 98.31% | 98.31% |
14.05.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 358'195 CHF | 147'278 CHF | 99.37% | 99.37% |
13.05.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 359'664 CHF | 147'866 CHF | 98.92% | 98.92% |
10.05.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 350'022 CHF | 144'009 CHF | 99.37% | 99.37% |
08.05.2024 | 3.31% | 0.32 CHF | 0.33 CHF | 1'000'000 | 400'000 | 999'988 | 400'000 | 297'744 CHF | 123'099 CHF | 99.34% | 99.34% |
07.05.2024 | 4.01% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 244'487 CHF | 127'243 CHF | 94.62% | 94.62% |
06.05.2024 | 3.63% | 0.24 CHF | 0.25 CHF | 1'000'000 | 500'000 | 1'000'000 | 428'871 | 271'368 CHF | 120'193 CHF | 99.38% | 99.38% |
03.05.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 483'600 | 265'212 CHF | 132'955 CHF | 99.35% | 99.35% |
02.05.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 259'249 CHF | 134'625 CHF | 99.36% | 99.36% |