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 | 3.52% | 0.29 CHF | 0.30 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 278'970 CHF | 144'485 CHF | 98.79% | 98.79% |
15.05.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 261'931 CHF | 135'966 CHF | 99.01% | 99.01% |
14.05.2024 | 3.84% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 255'692 CHF | 132'846 CHF | 99.24% | 99.24% |
13.05.2024 | 5.07% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 193'473 CHF | 101'736 CHF | 99.00% | 99.00% |
10.05.2024 | 4.52% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 216'968 CHF | 113'484 CHF | 99.54% | 99.54% |
08.05.2024 | 4.62% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 211'389 CHF | 110'694 CHF | 91.98% | 91.98% |
07.05.2024 | 4.43% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 220'895 CHF | 115'447 CHF | 99.17% | 99.17% |
06.05.2024 | 4.04% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 243'324 CHF | 126'662 CHF | 99.23% | 99.23% |
03.05.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 251'472 CHF | 130'736 CHF | 99.25% | 99.25% |
02.05.2024 | 5.30% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 185'217 CHF | 97'609 CHF | 94.50% | 94.50% |