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 | 2.23% | 0.44 CHF | 0.45 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 444'046 CHF | 181'619 CHF | 99.16% | 99.16% |
16.05.2024 | 2.77% | 0.40 CHF | 0.41 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 356'098 CHF | 146'439 CHF | 99.36% | 99.36% |
15.05.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 268'612 CHF | 139'306 CHF | 99.12% | 99.12% |
14.05.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 245'708 CHF | 127'854 CHF | 99.37% | 99.37% |
13.05.2024 | 3.39% | 0.28 CHF | 0.29 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 290'890 CHF | 150'445 CHF | 98.90% | 98.90% |
10.05.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 1'000'000 | 500'000 | 999'976 | 500'000 | 302'257 CHF | 156'132 CHF | 99.36% | 99.36% |
08.05.2024 | 3.46% | 0.30 CHF | 0.31 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 284'220 CHF | 147'110 CHF | 99.36% | 99.36% |
07.05.2024 | 3.91% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 250'818 CHF | 130'409 CHF | 99.36% | 99.36% |
06.05.2024 | 4.59% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 213'332 CHF | 111'666 CHF | 99.37% | 99.37% |
03.05.2024 | 5.17% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 188'993 CHF | 99'497 CHF | 99.18% | 99.18% |