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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.80% | 0.33 CHF | 0.34 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 352'732 CHF | 145'093 CHF | 86.86% | 99.11% |
14.05.2024 | 3.10% | 0.37 CHF | 0.38 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 318'558 CHF | 131'423 CHF | 98.61% | 98.61% |
13.05.2024 | 3.36% | 0.32 CHF | 0.33 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 293'426 CHF | 121'371 CHF | 98.56% | 98.56% |
10.05.2024 | 3.12% | 0.28 CHF | 0.29 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 316'435 CHF | 130'574 CHF | 97.60% | 97.60% |
08.05.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 1'000'000 | 400'000 | 989'145 | 389'145 | 335'887 CHF | 135'902 CHF | 98.38% | 98.38% |
07.05.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 900'000 | 300'000 | 900'822 | 300'822 | 358'459 CHF | 122'697 CHF | 98.95% | 98.95% |
06.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 369'372 CHF | 126'124 CHF | 98.04% | 99.02% |
03.05.2024 | 2.55% | 0.37 CHF | 0.38 CHF | 1'000'000 | 400'000 | 974'088 | 374'088 | 377'258 CHF | 148'402 CHF | 98.05% | 98.05% |
02.05.2024 | 2.42% | 0.38 CHF | 0.39 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 409'516 CHF | 167'806 CHF | 98.74% | 98.74% |
30.04.2024 | 2.08% | 0.43 CHF | 0.44 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 475'798 CHF | 194'319 CHF | 99.22% | 99.22% |