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 | 4.95% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 197'168 CHF | 103'584 CHF | 99.37% | 99.37% |
15.05.2024 | 4.80% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 203'242 CHF | 106'621 CHF | 99.38% | 99.38% |
14.05.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 218'029 CHF | 114'014 CHF | 99.36% | 99.36% |
13.05.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 223'589 CHF | 116'795 CHF | 98.80% | 98.80% |
10.05.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 439'248 | 253'082 CHF | 115'401 CHF | 99.37% | 99.37% |
08.05.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 297'210 CHF | 122'884 CHF | 99.38% | 99.38% |
07.05.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 1'000'000 | 400'000 | 963'230 | 363'230 | 332'983 CHF | 129'016 CHF | 98.16% | 98.16% |
06.05.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 340'425 CHF | 140'170 CHF | 99.37% | 99.37% |
03.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 341'818 CHF | 140'727 CHF | 99.35% | 99.35% |
02.05.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 978'287 | 378'287 | 345'458 CHF | 137'267 CHF | 99.36% | 99.36% |