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 | 2.44% | 0.37 CHF | 0.38 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 405'720 CHF | 166'288 CHF | 99.36% | 99.36% |
15.05.2024 | 2.35% | 0.39 CHF | 0.40 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 420'513 CHF | 172'205 CHF | 99.15% | 99.15% |
14.05.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 421'269 CHF | 172'508 CHF | 99.35% | 99.35% |
13.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 447'012 CHF | 182'805 CHF | 98.84% | 98.84% |
10.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 430'327 CHF | 176'131 CHF | 99.35% | 99.35% |
08.05.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 1'000'000 | 400'000 | 906'381 | 306'381 | 462'257 CHF | 159'275 CHF | 99.36% | 99.36% |
07.05.2024 | 1.86% | 0.50 CHF | 0.51 CHF | 900'000 | 300'000 | 900'188 | 300'188 | 478'680 CHF | 162'625 CHF | 99.36% | 99.36% |
06.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 900'000 | 300'000 | 906'222 | 306'222 | 476'813 CHF | 164'102 CHF | 99.36% | 99.36% |
03.05.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 505'451 CHF | 171'484 CHF | 99.12% | 99.12% |
02.05.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 579'298 CHF | 196'099 CHF | 99.34% | 99.34% |