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 | 3.27% | 0.28 CHF | 0.29 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 301'325 CHF | 77'831 CHF | 99.17% | 99.17% |
15.05.2024 | 3.45% | 0.33 CHF | 0.34 CHF | 1'000'000 | 250'000 | 999'962 | 250'000 | 287'045 CHF | 74'264 CHF | 94.73% | 94.73% |
14.05.2024 | 4.50% | 0.18 CHF | 0.19 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'964 | 218'774 CHF | 57'186 CHF | 99.17% | 99.17% |
13.05.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 273'122 CHF | 70'781 CHF | 98.53% | 98.53% |
10.05.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 323'419 CHF | 83'355 CHF | 99.16% | 99.16% |
08.05.2024 | 3.13% | 0.29 CHF | 0.30 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 315'189 CHF | 81'297 CHF | 99.17% | 99.17% |
07.05.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 278'471 CHF | 72'118 CHF | 97.92% | 97.92% |
06.05.2024 | 3.43% | 0.27 CHF | 0.28 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 286'519 CHF | 74'130 CHF | 99.17% | 99.17% |
03.05.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 288'090 CHF | 74'522 CHF | 99.15% | 99.15% |
02.05.2024 | 3.54% | 0.25 CHF | 0.26 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 277'976 CHF | 71'994 CHF | 99.15% | 99.15% |