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 | 0.71% | 1.52 CHF | 1.53 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 1'259'130 CHF | 140'903 CHF | 94.79% | 94.79% |
14.05.2024 | 0.82% | 1.30 CHF | 1.31 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 1'096'650 CHF | 122'850 CHF | 99.35% | 99.35% |
13.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 1'098'570 CHF | 123'063 CHF | 98.95% | 98.95% |
10.05.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 1'016'650 CHF | 113'961 CHF | 99.38% | 99.38% |
08.05.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 751'232 CHF | 84'470 CHF | 99.37% | 99.37% |
07.05.2024 | 1.59% | 0.74 CHF | 0.75 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 565'403 CHF | 63'823 CHF | 97.98% | 97.98% |
06.05.2024 | 2.35% | 0.40 CHF | 0.41 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 423'863 CHF | 43'386 CHF | 99.36% | 99.36% |
03.05.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 1'000'000 | 100'000 | 999'968 | 100'000 | 324'424 CHF | 33'443 CHF | 99.32% | 99.32% |
02.05.2024 | 3.16% | 0.26 CHF | 0.27 CHF | 1'000'000 | 100'000 | 1'000'000 | 99'965 | 315'553 CHF | 32'545 CHF | 99.30% | 99.30% |
30.04.2024 | 2.41% | 0.36 CHF | 0.37 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 410'395 CHF | 42'040 CHF | 94.80% | 94.80% |