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 | 3.39% | 0.29 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 290'000 CHF | 300'000 CHF | 99.26% | 99.26% |
15.05.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 305'388 CHF | 315'388 CHF | 98.86% | 98.86% |
14.05.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 315'716 CHF | 325'716 CHF | 99.40% | 99.40% |
13.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 313'115 CHF | 323'115 CHF | 98.92% | 98.92% |
10.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 320'042 CHF | 330'042 CHF | 100.00% | 100.00% |
08.05.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 339'468 CHF | 349'468 CHF | 99.67% | 99.67% |
07.05.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 352'261 CHF | 362'261 CHF | 96.19% | 96.19% |
06.05.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 367'774 CHF | 377'774 CHF | 99.85% | 99.85% |
03.05.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 378'778 CHF | 388'778 CHF | 96.71% | 96.71% |
02.05.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 382'092 CHF | 392'092 CHF | 99.37% | 99.37% |