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 | 1.64% | 0.63 CHF | 0.64 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 606'693 CHF | 246'677 CHF | 99.35% | 99.35% |
15.05.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 601'997 CHF | 244'799 CHF | 99.15% | 99.15% |
14.05.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 605'997 CHF | 246'399 CHF | 99.36% | 99.36% |
13.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 591'930 CHF | 240'772 CHF | 98.85% | 98.85% |
10.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 602'904 CHF | 245'162 CHF | 99.37% | 99.37% |
08.05.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 558'377 CHF | 227'351 CHF | 99.36% | 99.36% |
07.05.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 1'000'000 | 400'000 | 1'000'000 | 399'999 | 550'702 CHF | 224'280 CHF | 99.36% | 99.36% |
06.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 1'000'000 | 400'000 | 1'000'000 | 399'999 | 554'290 CHF | 225'715 CHF | 99.37% | 99.37% |
03.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 536'098 CHF | 218'439 CHF | 99.13% | 99.13% |
02.05.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 495'721 CHF | 202'288 CHF | 99.34% | 99.34% |