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 | 6.72% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 482'177 | 143'967 CHF | 74'066 CHF | 97.28% | 97.28% |
15.05.2024 | 5.72% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 418'152 | 171'292 CHF | 75'249 CHF | 99.44% | 99.44% |
14.05.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 179'727 CHF | 75'891 CHF | 98.88% | 98.88% |
13.05.2024 | 5.22% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 186'541 CHF | 78'616 CHF | 98.76% | 98.76% |
10.05.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 190'169 CHF | 80'068 CHF | 99.46% | 99.46% |
08.05.2024 | 5.17% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 188'656 CHF | 79'463 CHF | 99.59% | 99.59% |
07.05.2024 | 3.53% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 934'703 | 334'703 | 274'651 CHF | 99'836 CHF | 98.53% | 98.53% |
06.05.2024 | 2.98% | 0.35 CHF | 0.36 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 297'901 CHF | 102'300 CHF | 99.59% | 99.59% |
03.05.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 279'581 CHF | 96'194 CHF | 99.72% | 99.72% |
02.05.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 258'605 CHF | 89'202 CHF | 99.58% | 99.58% |