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 | 2.89% | 0.40 CHF | 0.41 CHF | 900'000 | 300'000 | 899'927 | 300'000 | 307'322 CHF | 105'449 CHF | 96.86% | 96.86% |
15.05.2024 | 3.69% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 985'625 | 385'574 | 262'414 CHF | 106'271 CHF | 98.91% | 98.91% |
14.05.2024 | 4.21% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 232'464 CHF | 96'985 CHF | 98.79% | 98.79% |
13.05.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 250'513 CHF | 104'205 CHF | 98.07% | 98.07% |
10.05.2024 | 3.66% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 268'314 CHF | 111'326 CHF | 97.89% | 97.89% |
08.05.2024 | 3.47% | 0.27 CHF | 0.28 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 283'210 CHF | 117'284 CHF | 98.71% | 98.71% |
07.05.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 301'113 CHF | 124'445 CHF | 98.11% | 98.11% |
06.05.2024 | 3.44% | 0.30 CHF | 0.31 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 286'291 CHF | 118'516 CHF | 97.21% | 97.21% |
03.05.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 231'144 CHF | 96'458 CHF | 97.15% | 97.15% |
02.05.2024 | 4.20% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 233'813 CHF | 97'525 CHF | 96.99% | 96.99% |