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 | 5.31% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 183'371 CHF | 96'685 CHF | 98.61% | 98.61% |
15.05.2024 | 4.39% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 223'200 CHF | 116'600 CHF | 97.97% | 97.97% |
14.05.2024 | 3.93% | 0.24 CHF | 0.25 CHF | 1'000'000 | 500'000 | 1'000'000 | 464'392 | 249'365 CHF | 120'413 CHF | 97.92% | 97.92% |
13.05.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 1'000'000 | 500'000 | 1'000'000 | 482'307 | 251'225 CHF | 125'872 CHF | 98.28% | 98.28% |
10.05.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 1'000'000 | 400'000 | 1'000'000 | 407'040 | 269'228 CHF | 113'596 CHF | 97.81% | 97.81% |
08.05.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 485'076 | 271'301 CHF | 136'323 CHF | 98.49% | 98.49% |
07.05.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 496'788 | 265'708 CHF | 136'921 CHF | 98.73% | 98.73% |
06.05.2024 | 3.45% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 419'106 | 285'586 CHF | 123'525 CHF | 97.26% | 97.26% |
03.05.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 332'192 CHF | 136'877 CHF | 93.92% | 93.92% |
02.05.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 373'286 CHF | 153'314 CHF | 97.84% | 97.84% |