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 | 2.49% | 0.43 CHF | 0.44 CHF | 1'500'000 | 200'000 | 1'499'980 | 200'000 | 597'547 CHF | 81'674 CHF | 99.36% | 99.36% |
15.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 585'979 CHF | 80'131 CHF | 99.15% | 99.15% |
14.05.2024 | 3.10% | 0.39 CHF | 0.40 CHF | 1'500'000 | 200'000 | 1'500'000 | 227'815 | 484'177 CHF | 74'847 CHF | 99.35% | 99.35% |
13.05.2024 | 4.58% | 0.25 CHF | 0.26 CHF | 1'500'000 | 250'000 | 1'500'000 | 282'358 | 321'003 CHF | 63'010 CHF | 98.84% | 98.84% |
10.05.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 1'500'000 | 300'000 | 1'500'000 | 273'228 | 343'248 CHF | 65'049 CHF | 99.37% | 99.37% |
08.05.2024 | 4.19% | 0.22 CHF | 0.23 CHF | 1'500'000 | 300'000 | 1'500'000 | 282'166 | 351'171 CHF | 68'671 CHF | 99.36% | 99.36% |
07.05.2024 | 4.84% | 0.23 CHF | 0.24 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 302'939 CHF | 63'588 CHF | 99.37% | 99.37% |
06.05.2024 | 5.14% | 0.20 CHF | 0.21 CHF | 1'500'000 | 300'000 | 1'500'000 | 325'146 | 284'894 CHF | 64'664 CHF | 99.37% | 99.37% |
03.05.2024 | 6.35% | 0.15 CHF | 0.16 CHF | 1'500'000 | 400'000 | 1'500'000 | 400'000 | 229'410 CHF | 65'176 CHF | 99.13% | 99.13% |
02.05.2024 | 6.00% | 0.18 CHF | 0.19 CHF | 1'500'000 | 400'000 | 1'500'000 | 400'000 | 243'537 CHF | 68'943 CHF | 99.34% | 99.34% |