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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 311'008 CHF | 160'504 CHF | 99.02% | 99.02% |
16.05.2024 | 3.29% | 0.31 CHF | 0.32 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 299'113 CHF | 154'557 CHF | 99.13% | 99.13% |
15.05.2024 | 3.27% | 0.29 CHF | 0.30 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 301'176 CHF | 155'588 CHF | 98.49% | 98.49% |
14.05.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 327'389 CHF | 168'694 CHF | 93.24% | 93.24% |
13.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 322'990 CHF | 166'495 CHF | 99.20% | 99.20% |
10.05.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 305'976 CHF | 157'988 CHF | 93.13% | 93.13% |
08.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 341'317 CHF | 175'658 CHF | 99.50% | 99.50% |
07.05.2024 | 2.67% | 0.34 CHF | 0.35 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 370'203 CHF | 190'102 CHF | 98.19% | 98.19% |
06.05.2024 | 2.36% | 0.40 CHF | 0.41 CHF | 1'000'000 | 500'000 | 1'000'000 | 497'322 | 419'059 CHF | 213'298 CHF | 98.75% | 98.75% |
03.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 1'000'000 | 400'000 | 1'000'000 | 410'587 | 463'298 CHF | 194'054 CHF | 98.11% | 98.11% |