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 | 4.22% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 232'304 CHF | 96'922 CHF | 99.12% | 99.12% |
15.05.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 261'188 CHF | 108'475 CHF | 99.71% | 99.71% |
14.05.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 269'375 CHF | 111'750 CHF | 93.46% | 93.46% |
13.05.2024 | 4.17% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 235'448 CHF | 98'179 CHF | 98.34% | 98.34% |
10.05.2024 | 4.60% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 403'670 | 212'402 CHF | 89'768 CHF | 96.14% | 96.14% |
08.05.2024 | 4.67% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 209'008 CHF | 109'504 CHF | 99.55% | 99.55% |
07.05.2024 | 4.64% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 210'813 CHF | 110'406 CHF | 98.50% | 98.50% |
06.05.2024 | 4.24% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 406'379 | 231'098 CHF | 97'895 CHF | 98.53% | 98.53% |
03.05.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 250'645 CHF | 104'258 CHF | 99.44% | 99.44% |
02.05.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 275'231 CHF | 114'092 CHF | 99.49% | 99.49% |