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 | 3.15% | 0.32 CHF | 0.33 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 312'125 CHF | 128'850 CHF | 99.30% | 99.30% |
15.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 1'000'000 | 400'000 | 931'533 | 331'533 | 313'719 CHF | 114'823 CHF | 99.10% | 99.10% |
14.05.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 325'082 CHF | 111'361 CHF | 98.82% | 98.82% |
13.05.2024 | 2.93% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 978'587 | 378'587 | 329'298 CHF | 130'926 CHF | 99.08% | 99.08% |
10.05.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 900'000 | 300'000 | 989'375 | 389'375 | 331'500 CHF | 134'259 CHF | 95.52% | 95.52% |
08.05.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 999'962 | 399'962 | 363'367 CHF | 149'338 CHF | 98.82% | 98.82% |
07.05.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 1'000'000 | 400'000 | 994'313 | 394'313 | 376'412 CHF | 153'209 CHF | 98.72% | 98.72% |
06.05.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 365'778 CHF | 124'926 CHF | 98.73% | 98.73% |
03.05.2024 | 2.15% | 0.43 CHF | 0.44 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 414'538 CHF | 141'179 CHF | 98.19% | 98.19% |
02.05.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 855'299 | 285'100 | 412'634 CHF | 140'396 CHF | 98.06% | 98.06% |