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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 1'000'000 | 400'000 | 1'000'000 | 399'976 | 559'714 CHF | 227'872 CHF | 99.37% | 99.37% |
16.05.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 539'463 CHF | 219'785 CHF | 98.50% | 98.50% |
15.05.2024 | 1.95% | 0.54 CHF | 0.55 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 508'983 CHF | 207'593 CHF | 98.31% | 98.31% |
14.05.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 522'340 CHF | 212'936 CHF | 99.36% | 99.36% |
13.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 525'547 CHF | 214'219 CHF | 98.92% | 98.92% |
10.05.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 512'391 CHF | 208'956 CHF | 99.37% | 99.37% |
08.05.2024 | 2.13% | 0.49 CHF | 0.50 CHF | 1'000'000 | 400'000 | 1'000'000 | 473'013 | 464'511 CHF | 223'915 CHF | 99.35% | 99.35% |
07.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 411'957 CHF | 210'979 CHF | 94.65% | 94.65% |
06.05.2024 | 2.26% | 0.41 CHF | 0.42 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 437'833 CHF | 223'917 CHF | 99.37% | 99.37% |
03.05.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 429'657 CHF | 219'829 CHF | 99.34% | 99.34% |