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% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 450'538 | 340'740 CHF | 157'901 CHF | 98.92% | 98.92% |
15.05.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 320'986 CHF | 165'493 CHF | 99.01% | 99.01% |
14.05.2024 | 3.13% | 0.33 CHF | 0.34 CHF | 1'000'000 | 500'000 | 1'000'000 | 496'577 | 315'229 CHF | 161'411 CHF | 99.31% | 99.31% |
13.05.2024 | 4.02% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 244'630 CHF | 127'315 CHF | 98.89% | 98.89% |
10.05.2024 | 3.64% | 0.25 CHF | 0.26 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 270'487 CHF | 140'244 CHF | 99.52% | 99.52% |
08.05.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 266'406 CHF | 138'203 CHF | 92.00% | 92.00% |
07.05.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 275'184 CHF | 142'592 CHF | 99.12% | 99.12% |
06.05.2024 | 3.28% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 300'828 CHF | 155'414 CHF | 99.42% | 99.42% |
03.05.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 309'778 CHF | 159'889 CHF | 99.53% | 99.53% |
02.05.2024 | 4.29% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 229'796 CHF | 119'898 CHF | 94.30% | 94.30% |