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 | 4.29% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 445'105 | 228'797 CHF | 105'941 CHF | 98.83% | 98.83% |
15.05.2024 | 4.42% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 491'373 | 221'491 CHF | 113'639 CHF | 98.51% | 98.51% |
14.05.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 211'208 CHF | 110'604 CHF | 98.76% | 98.76% |
13.05.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 490'578 | 219'980 CHF | 112'728 CHF | 94.95% | 94.95% |
10.05.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 473'033 | 227'799 CHF | 112'293 CHF | 98.83% | 98.83% |
08.05.2024 | 5.45% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 179'056 CHF | 94'528 CHF | 99.07% | 99.07% |
07.05.2024 | 5.38% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 182'910 CHF | 96'455 CHF | 98.15% | 98.15% |
06.05.2024 | 10.18% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'430 CHF | 51'715 CHF | 98.75% | 98.75% |
03.05.2024 | 10.26% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'699 CHF | 51'350 CHF | 99.11% | 99.11% |
02.05.2024 | 9.68% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'450 CHF | 54'225 CHF | 99.16% | 99.16% |