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 | 3.38% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 291'020 CHF | 120'408 CHF | 99.37% | 99.37% |
15.05.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 275'453 CHF | 114'181 CHF | 99.15% | 99.15% |
14.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 283'223 CHF | 117'289 CHF | 99.36% | 99.36% |
13.05.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 267'227 CHF | 110'891 CHF | 98.85% | 98.85% |
10.05.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 267'519 CHF | 111'007 CHF | 99.37% | 99.37% |
08.05.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 259'828 CHF | 107'931 CHF | 99.36% | 99.36% |
07.05.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 257'120 CHF | 106'848 CHF | 99.37% | 99.37% |
06.05.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 266'603 CHF | 110'641 CHF | 99.36% | 99.36% |
03.05.2024 | 3.42% | 0.27 CHF | 0.28 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 287'667 CHF | 119'067 CHF | 99.13% | 99.13% |
02.05.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 251'416 CHF | 104'566 CHF | 99.33% | 99.33% |