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 | 4.65% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 210'213 CHF | 110'107 CHF | 99.36% | 99.36% |
15.05.2024 | 4.17% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 235'639 CHF | 122'820 CHF | 99.12% | 99.12% |
14.05.2024 | 4.71% | 0.25 CHF | 0.26 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 208'026 CHF | 109'013 CHF | 98.72% | 98.72% |
13.05.2024 | 5.09% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 192'180 CHF | 101'090 CHF | 99.08% | 99.08% |
10.05.2024 | 4.68% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 208'874 CHF | 109'437 CHF | 97.41% | 97.41% |
08.05.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 1'000'000 | 500'000 | 999'888 | 500'000 | 230'739 CHF | 120'383 CHF | 98.93% | 98.93% |
07.05.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 273'544 CHF | 141'772 CHF | 98.81% | 98.81% |
06.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 1'000'000 | 500'000 | 1'000'000 | 495'028 | 282'998 CHF | 144'936 CHF | 98.68% | 98.68% |
03.05.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 270'039 CHF | 140'020 CHF | 98.19% | 98.19% |
02.05.2024 | 3.42% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 288'021 CHF | 149'010 CHF | 99.05% | 99.05% |