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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.65% | 1.63 CHF | 1.64 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 1'374'630 CHF | 153'736 CHF | 94.79% | 94.79% |
14.05.2024 | 0.73% | 1.44 CHF | 1.45 CHF | 900'000 | 100'000 | 962'870 | 100'000 | 1'318'710 CHF | 138'096 CHF | 99.35% | 99.35% |
13.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 1'000'000 | 100'000 | 959'035 | 100'000 | 1'315'350 CHF | 138'206 CHF | 98.95% | 98.95% |
10.05.2024 | 0.78% | 1.32 CHF | 1.33 CHF | 1'000'000 | 100'000 | 999'909 | 100'000 | 1'285'500 CHF | 129'562 CHF | 99.38% | 99.38% |
08.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'033'930 CHF | 104'393 CHF | 99.37% | 99.37% |
07.05.2024 | 1.15% | 0.96 CHF | 0.97 CHF | 1'000'000 | 100'000 | 999'925 | 100'000 | 869'001 CHF | 87'907 CHF | 97.98% | 97.98% |
06.05.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 713'176 CHF | 72'318 CHF | 99.36% | 99.36% |
03.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 628'263 CHF | 63'826 CHF | 99.34% | 99.34% |
02.05.2024 | 1.60% | 0.57 CHF | 0.58 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 620'694 CHF | 63'069 CHF | 99.29% | 99.29% |
30.04.2024 | 1.42% | 0.65 CHF | 0.66 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 699'889 CHF | 70'989 CHF | 94.80% | 94.80% |