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 | 1.22% | 0.83 CHF | 0.84 CHF | 1'000'000 | 1'000'000 | 998'593 | 998'593 | 818'158 CHF | 828'158 CHF | 100.00% | 100.00% |
15.05.2024 | 1.43% | 0.81 CHF | 0.82 CHF | 1'000'000 | 1'000'000 | 960'923 | 960'923 | 794'311 CHF | 804'149 CHF | 99.54% | 99.54% |
14.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 861'348 CHF | 871'348 CHF | 99.84% | 99.84% |
13.05.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 855'999 CHF | 865'999 CHF | 100.00% | 100.00% |
10.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 834'687 CHF | 844'687 CHF | 100.00% | 100.00% |
08.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 999'806 | 999'806 | 888'027 CHF | 898'027 CHF | 99.41% | 99.41% |
07.05.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 1'000'000 | 1'000'000 | 999'069 | 999'069 | 926'553 CHF | 936'553 CHF | 100.00% | 100.00% |
06.05.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 988'875 CHF | 998'875 CHF | 99.74% | 99.74% |
03.05.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 1'000'000 | 1'000'000 | 987'203 | 987'203 | 1'024'850 CHF | 1'034'800 CHF | 99.29% | 99.29% |
02.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'070'890 CHF | 1'080'890 CHF | 98.92% | 98.92% |