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 | 2.18% | 0.43 CHF | 0.44 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 454'838 CHF | 92'968 CHF | 99.36% | 99.36% |
15.05.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 442'159 CHF | 90'432 CHF | 99.15% | 99.15% |
14.05.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 378'236 CHF | 77'647 CHF | 99.36% | 99.36% |
13.05.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 324'226 CHF | 66'845 CHF | 98.85% | 98.85% |
10.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 348'492 CHF | 71'698 CHF | 99.37% | 99.37% |
08.05.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 302'567 CHF | 62'514 CHF | 99.36% | 99.36% |
07.05.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 319'583 CHF | 65'917 CHF | 99.37% | 99.37% |
06.05.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 301'301 CHF | 62'260 CHF | 99.36% | 99.36% |
03.05.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 302'244 CHF | 62'449 CHF | 99.13% | 99.13% |
02.05.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'217 | 258'821 CHF | 53'819 CHF | 99.33% | 99.33% |