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 | 2.70% | 0.36 CHF | 0.37 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 365'492 CHF | 93'873 CHF | 98.47% | 98.47% |
15.05.2024 | 2.99% | 0.37 CHF | 0.38 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 330'952 CHF | 85'238 CHF | 98.33% | 98.33% |
14.05.2024 | 3.73% | 0.29 CHF | 0.30 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 263'508 CHF | 68'377 CHF | 99.36% | 99.36% |
13.05.2024 | 3.51% | 0.26 CHF | 0.27 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 279'895 CHF | 72'474 CHF | 98.93% | 98.93% |
10.05.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 286'261 CHF | 74'065 CHF | 99.38% | 99.38% |
08.05.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 279'480 CHF | 72'370 CHF | 99.36% | 99.36% |
07.05.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 254'776 CHF | 66'194 CHF | 94.67% | 94.67% |
06.05.2024 | 7.43% | 0.14 CHF | 0.15 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 130'624 CHF | 35'156 CHF | 99.37% | 99.37% |
03.05.2024 | 11.34% | 0.11 CHF | 0.12 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 85'464 CHF | 23'866 CHF | 99.36% | 99.36% |
02.05.2024 | 15.26% | 0.06 CHF | 0.07 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 60'632 CHF | 17'658 CHF | 99.36% | 99.36% |