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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 4.60% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 961'515 | 961'515 | 243'418 CHF | 253'257 CHF | 99.48% | 99.48% |
14.05.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 274'327 CHF | 284'327 CHF | 99.86% | 99.86% |
13.05.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 273'649 CHF | 283'649 CHF | 100.00% | 100.00% |
10.05.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 262'542 CHF | 272'542 CHF | 100.00% | 100.00% |
08.05.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 999'854 | 999'854 | 293'840 CHF | 303'840 CHF | 99.45% | 99.45% |
07.05.2024 | 3.12% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 999'100 | 999'100 | 315'771 CHF | 325'771 CHF | 100.00% | 100.00% |
06.05.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 352'902 CHF | 362'902 CHF | 99.72% | 99.72% |
03.05.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 987'260 | 987'260 | 385'633 CHF | 395'591 CHF | 99.30% | 99.30% |
02.05.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 422'069 CHF | 432'069 CHF | 98.82% | 98.82% |
30.04.2024 | 2.43% | 0.44 CHF | 0.45 CHF | 1'000'000 | 1'000'000 | 999'433 | 999'433 | 407'304 CHF | 417'304 CHF | 99.73% | 99.73% |