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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 278'637 CHF | 144'318 CHF | 96.63% | 96.63% |
13.05.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 265'827 CHF | 137'913 CHF | 94.51% | 94.51% |
10.05.2024 | 3.67% | 0.25 CHF | 0.26 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 267'451 CHF | 138'726 CHF | 98.52% | 98.52% |
08.05.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 279'159 CHF | 144'579 CHF | 99.21% | 99.21% |
07.05.2024 | 3.75% | 0.24 CHF | 0.25 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 262'889 CHF | 136'445 CHF | 98.81% | 98.81% |
06.05.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 253'145 CHF | 131'572 CHF | 97.37% | 97.37% |
03.05.2024 | 3.89% | 0.24 CHF | 0.25 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 251'966 CHF | 130'983 CHF | 99.25% | 99.25% |
02.05.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 247'939 CHF | 128'970 CHF | 98.91% | 98.91% |
30.04.2024 | 4.26% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 230'039 CHF | 120'019 CHF | 98.81% | 98.81% |
29.04.2024 | 4.26% | 0.24 CHF | 0.25 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 229'679 CHF | 119'840 CHF | 97.69% | 97.69% |