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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 464'996 CHF | 284'998 CHF | 99.38% | 99.38% |
16.05.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 416'251 CHF | 255'750 CHF | 98.53% | 98.53% |
15.05.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 371'894 CHF | 229'136 CHF | 94.79% | 94.79% |
14.05.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 336'284 CHF | 207'770 CHF | 99.36% | 99.36% |
13.05.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 332'447 CHF | 205'468 CHF | 98.95% | 98.95% |
10.05.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 309'325 CHF | 191'595 CHF | 99.38% | 99.38% |
08.05.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 260'807 CHF | 162'484 CHF | 99.37% | 99.37% |
07.05.2024 | 4.25% | 0.25 CHF | 0.26 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 230'339 CHF | 144'204 CHF | 97.98% | 97.98% |
06.05.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 207'310 CHF | 130'386 CHF | 99.36% | 99.36% |
03.05.2024 | 4.87% | 0.19 CHF | 0.20 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 200'355 CHF | 126'213 CHF | 99.35% | 99.35% |