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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 302'849 CHF | 62'570 CHF | 98.75% | 98.75% |
10.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 312'575 CHF | 64'515 CHF | 99.27% | 99.27% |
08.05.2024 | 2.93% | 0.31 CHF | 0.32 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 336'942 CHF | 69'389 CHF | 99.27% | 99.27% |
07.05.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 366'058 CHF | 75'212 CHF | 99.27% | 99.27% |
06.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 377'596 CHF | 77'519 CHF | 99.27% | 99.27% |
03.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 377'189 CHF | 77'438 CHF | 99.11% | 99.11% |
02.05.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 389'130 CHF | 79'826 CHF | 99.24% | 99.24% |
30.04.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 392'772 CHF | 80'555 CHF | 99.13% | 99.13% |
29.04.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 384'168 CHF | 78'834 CHF | 99.06% | 99.06% |
26.04.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 374'306 CHF | 76'861 CHF | 99.26% | 99.26% |