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 | 3.63% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 999'994 | 500'000 | 270'617 CHF | 140'309 CHF | 98.50% | 98.50% |
15.05.2024 | 3.98% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 246'763 CHF | 128'382 CHF | 98.31% | 98.31% |
14.05.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 257'746 CHF | 133'873 CHF | 99.36% | 99.36% |
13.05.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 259'886 CHF | 134'943 CHF | 98.92% | 98.92% |
10.05.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 255'145 CHF | 132'572 CHF | 99.37% | 99.37% |
08.05.2024 | 4.50% | 0.24 CHF | 0.25 CHF | 1'000'000 | 500'000 | 1'000'000 | 690'871 | 217'920 CHF | 156'471 CHF | 99.35% | 99.35% |
07.05.2024 | 5.45% | 0.19 CHF | 0.20 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 178'903 CHF | 141'678 CHF | 94.63% | 94.63% |
06.05.2024 | 4.90% | 0.18 CHF | 0.19 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 199'420 CHF | 157'065 CHF | 99.37% | 99.37% |
03.05.2024 | 5.04% | 0.19 CHF | 0.20 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 193'466 CHF | 152'600 CHF | 99.35% | 99.35% |
02.05.2024 | 5.15% | 0.19 CHF | 0.20 CHF | 1'000'000 | 750'000 | 1'000'000 | 749'976 | 189'178 CHF | 149'378 CHF | 99.37% | 99.37% |