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 | 2.73% | 0.39 CHF | 0.40 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 362'481 CHF | 148'992 CHF | 99.27% | 99.27% |
15.05.2024 | 2.76% | 0.38 CHF | 0.39 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 357'526 CHF | 147'010 CHF | 99.12% | 99.12% |
14.05.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 368'037 CHF | 151'215 CHF | 99.27% | 99.27% |
13.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 348'530 CHF | 143'412 CHF | 98.75% | 98.75% |
10.05.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 355'937 CHF | 146'375 CHF | 99.27% | 99.27% |
08.05.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 293'579 CHF | 121'432 CHF | 99.27% | 99.27% |
07.05.2024 | 3.51% | 0.30 CHF | 0.31 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 280'263 CHF | 116'105 CHF | 99.27% | 99.27% |
06.05.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 286'276 CHF | 118'510 CHF | 99.27% | 99.27% |
03.05.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 268'591 CHF | 111'436 CHF | 99.10% | 99.10% |
02.05.2024 | 4.40% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 223'040 CHF | 93'216 CHF | 99.24% | 99.24% |