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 | 3.30% | 0.31 CHF | 0.32 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 297'886 CHF | 184'732 CHF | 99.13% | 99.13% |
14.05.2024 | 3.70% | 0.28 CHF | 0.29 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 265'472 CHF | 165'283 CHF | 99.37% | 99.37% |
13.05.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 269'644 CHF | 167'786 CHF | 98.90% | 98.90% |
10.05.2024 | 4.30% | 0.25 CHF | 0.26 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 228'867 CHF | 143'320 CHF | 99.37% | 99.37% |
08.05.2024 | 4.54% | 0.21 CHF | 0.22 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 215'856 CHF | 135'513 CHF | 99.36% | 99.36% |
07.05.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 276'441 CHF | 171'865 CHF | 99.37% | 99.37% |
06.05.2024 | 7.62% | 0.13 CHF | 0.14 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 126'476 CHF | 81'886 CHF | 99.37% | 99.37% |
03.05.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 119'855 CHF | 77'913 CHF | 99.18% | 99.18% |
02.05.2024 | 8.29% | 0.11 CHF | 0.12 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 115'783 CHF | 75'470 CHF | 99.28% | 99.28% |
30.04.2024 | 7.65% | 0.11 CHF | 0.12 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 125'981 CHF | 81'589 CHF | 99.37% | 99.37% |