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 | 2.24% | 0.44 CHF | 0.45 CHF | 900'000 | 300'000 | 904'618 | 304'618 | 400'849 CHF | 137'880 CHF | 97.98% | 97.98% |
15.05.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 900'000 | 300'000 | 954'264 | 354'264 | 428'840 CHF | 162'285 CHF | 99.44% | 99.44% |
14.05.2024 | 2.23% | 0.47 CHF | 0.48 CHF | 900'000 | 300'000 | 978'262 | 378'262 | 433'283 CHF | 170'949 CHF | 99.51% | 99.51% |
13.05.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 1'000'000 | 400'000 | 917'456 | 317'456 | 412'644 CHF | 145'705 CHF | 98.99% | 98.99% |
10.05.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 900'000 | 300'000 | 968'190 | 368'190 | 444'602 CHF | 172'464 CHF | 99.44% | 99.44% |
08.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 426'623 CHF | 145'208 CHF | 99.49% | 99.49% |
07.05.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 407'558 CHF | 138'853 CHF | 99.54% | 99.54% |
06.05.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 417'406 CHF | 170'963 CHF | 98.89% | 98.89% |
03.05.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 434'278 CHF | 177'711 CHF | 98.11% | 98.11% |
02.05.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 497'452 CHF | 202'981 CHF | 99.53% | 99.53% |