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 | 2.85% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 345'433 CHF | 142'173 CHF | 99.36% | 99.36% |
15.05.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 346'588 CHF | 142'635 CHF | 94.89% | 94.89% |
14.05.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 342'492 CHF | 140'997 CHF | 99.36% | 99.36% |
13.05.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 359'787 CHF | 147'915 CHF | 98.73% | 98.73% |
10.05.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 999'979 | 400'000 | 350'709 CHF | 144'287 CHF | 99.36% | 99.36% |
08.05.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 1'000'000 | 400'000 | 1'000'000 | 399'979 | 331'317 CHF | 136'520 CHF | 99.38% | 99.38% |
07.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 326'250 CHF | 134'500 CHF | 98.14% | 98.14% |
06.05.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 1'000'000 | 400'000 | 999'916 | 400'000 | 329'632 CHF | 135'864 CHF | 99.38% | 99.38% |
03.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 1'000'000 | 400'000 | 999'942 | 399'921 | 322'744 CHF | 133'079 CHF | 99.35% | 99.35% |
02.05.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 1'000'000 | 400'000 | 1'000'000 | 399'932 | 318'689 CHF | 131'453 CHF | 99.35% | 99.35% |