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 | 4.77% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 204'673 CHF | 85'869 CHF | 98.93% | 98.93% |
15.05.2024 | 4.25% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 939'715 | 339'715 | 216'514 CHF | 81'461 CHF | 99.17% | 99.17% |
14.05.2024 | 3.88% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 227'845 CHF | 78'949 CHF | 98.80% | 98.80% |
13.05.2024 | 4.18% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 980'184 | 380'184 | 229'310 CHF | 92'538 CHF | 98.93% | 98.93% |
10.05.2024 | 4.22% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 993'542 | 393'542 | 230'461 CHF | 95'162 CHF | 99.40% | 99.40% |
08.05.2024 | 3.79% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 996'663 | 396'663 | 258'431 CHF | 106'786 CHF | 98.95% | 98.95% |
07.05.2024 | 3.58% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 925'600 | 325'600 | 253'743 CHF | 92'435 CHF | 98.97% | 98.97% |
06.05.2024 | 3.22% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 274'715 CHF | 94'572 CHF | 98.81% | 98.81% |
03.05.2024 | 2.73% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 782'081 | 260'694 | 282'608 CHF | 96'810 CHF | 98.53% | 98.53% |
02.05.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 288'984 CHF | 98'828 CHF | 97.98% | 97.98% |