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% | 0.45 CHF | 0.46 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 441'670 CHF | 180'668 CHF | 99.27% | 99.27% |
15.05.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 306'796 CHF | 158'398 CHF | 99.09% | 99.09% |
14.05.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 285'657 CHF | 147'828 CHF | 99.27% | 99.27% |
13.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 1'000'000 | 500'000 | 1'000'000 | 489'380 | 348'214 CHF | 175'160 CHF | 98.81% | 98.81% |
10.05.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'192 | 360'443 CHF | 184'533 CHF | 99.27% | 99.27% |
08.05.2024 | 3.35% | 0.31 CHF | 0.32 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 294'205 CHF | 152'103 CHF | 99.27% | 99.27% |
07.05.2024 | 3.89% | 0.28 CHF | 0.29 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 252'457 CHF | 131'228 CHF | 99.27% | 99.27% |
06.05.2024 | 4.30% | 0.24 CHF | 0.25 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 227'979 CHF | 118'989 CHF | 99.27% | 99.27% |
03.05.2024 | 4.65% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 210'767 CHF | 110'384 CHF | 99.14% | 99.14% |
02.05.2024 | 4.68% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 209'080 CHF | 109'540 CHF | 99.19% | 99.19% |