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 | 0.71% | 1.38 CHF | 1.39 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'394'240 CHF | 702'119 CHF | 98.53% | 98.53% |
15.05.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'273'020 CHF | 641'509 CHF | 94.79% | 94.79% |
14.05.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 565'316 | 1'181'700 CHF | 672'884 CHF | 99.36% | 99.36% |
13.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 1'000'000 | 600'000 | 1'000'000 | 559'731 | 1'174'640 CHF | 662'797 CHF | 98.94% | 98.94% |
10.05.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'116'360 CHF | 675'817 CHF | 99.38% | 99.38% |
08.05.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 967'879 CHF | 586'728 CHF | 99.37% | 99.37% |
07.05.2024 | 1.14% | 0.92 CHF | 0.93 CHF | 1'000'000 | 600'000 | 999'970 | 600'000 | 875'076 CHF | 531'062 CHF | 97.98% | 97.98% |
06.05.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 789'068 CHF | 479'441 CHF | 99.36% | 99.36% |
03.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 744'393 CHF | 452'636 CHF | 99.35% | 99.35% |
02.05.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 742'980 CHF | 451'788 CHF | 99.30% | 99.30% |