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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 445'876 CHF | 182'350 CHF | 98.24% | 98.24% |
23.05.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 380'638 CHF | 129'879 CHF | 95.98% | 95.98% |
22.05.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 360'877 CHF | 123'292 CHF | 99.48% | 99.48% |
21.05.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 336'449 CHF | 115'150 CHF | 96.88% | 96.88% |
17.05.2024 | 3.54% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 278'301 CHF | 115'321 CHF | 99.02% | 99.02% |
16.05.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 995'027 | 395'027 | 297'316 CHF | 121'824 CHF | 97.98% | 97.98% |
15.05.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 306'783 CHF | 126'713 CHF | 99.43% | 99.43% |
14.05.2024 | 3.27% | 0.32 CHF | 0.33 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 301'688 CHF | 124'675 CHF | 99.50% | 99.50% |
13.05.2024 | 3.20% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 307'378 CHF | 126'951 CHF | 99.04% | 99.04% |
10.05.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 315'701 CHF | 130'280 CHF | 99.50% | 99.50% |