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 | 2.99% | 0.34 CHF | 0.35 CHF | 1'000'000 | 500'000 | 1'000'000 | 492'675 | 330'509 CHF | 167'547 CHF | 99.36% | 99.36% |
15.05.2024 | 4.60% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 212'541 CHF | 111'270 CHF | 99.12% | 99.12% |
14.05.2024 | 5.03% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 194'156 CHF | 102'078 CHF | 99.36% | 99.36% |
13.05.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 250'642 CHF | 130'321 CHF | 98.91% | 98.91% |
10.05.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 262'398 CHF | 136'199 CHF | 99.37% | 99.37% |
08.05.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 203'017 CHF | 106'508 CHF | 99.36% | 99.36% |
07.05.2024 | 5.90% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 164'939 CHF | 87'470 CHF | 99.37% | 99.37% |
06.05.2024 | 6.64% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 999'984 | 500'000 | 145'850 CHF | 77'926 CHF | 99.37% | 99.37% |
03.05.2024 | 7.39% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 130'866 CHF | 70'433 CHF | 99.18% | 99.18% |
02.05.2024 | 7.50% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 128'520 CHF | 69'260 CHF | 99.27% | 99.27% |