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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 1'000'000 | 75'000 | 999'994 | 75'264 | 499'937 CHF | 38'364 CHF | 99.26% | 99.26% |
22.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 391'062 CHF | 40'106 CHF | 99.37% | 99.37% |
21.05.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 397'488 CHF | 40'749 CHF | 99.27% | 99.27% |
17.05.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 376'359 CHF | 38'636 CHF | 99.14% | 99.14% |
16.05.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 393'865 CHF | 40'387 CHF | 99.36% | 99.36% |
15.05.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 352'237 CHF | 36'224 CHF | 99.15% | 99.15% |
14.05.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 327'746 CHF | 33'775 CHF | 99.36% | 99.36% |
13.05.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 318'049 CHF | 32'805 CHF | 98.84% | 98.84% |
10.05.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 308'579 CHF | 31'858 CHF | 99.37% | 99.37% |
08.05.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 283'451 CHF | 29'345 CHF | 99.36% | 99.36% |