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 | 2.16% | 0.47 CHF | 0.48 CHF | 1'000'000 | 1'000'000 | 998'655 | 998'655 | 458'127 CHF | 468'127 CHF | 100.00% | 100.00% |
15.05.2024 | 2.56% | 0.46 CHF | 0.47 CHF | 1'000'000 | 1'000'000 | 961'001 | 961'001 | 442'411 CHF | 452'249 CHF | 99.54% | 99.54% |
14.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 478'209 CHF | 488'209 CHF | 99.84% | 99.84% |
13.05.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 482'921 CHF | 492'921 CHF | 100.00% | 100.00% |
10.05.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 468'093 CHF | 478'093 CHF | 100.00% | 100.00% |
08.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 1'000'000 | 1'000'000 | 999'809 | 999'809 | 487'062 CHF | 497'062 CHF | 99.41% | 99.41% |
07.05.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 1'000'000 | 1'000'000 | 999'102 | 999'102 | 504'088 CHF | 514'088 CHF | 100.00% | 100.00% |
06.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 534'201 CHF | 544'201 CHF | 99.75% | 99.75% |
03.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 1'000'000 | 1'000'000 | 987'190 | 987'190 | 556'577 CHF | 566'534 CHF | 99.32% | 99.32% |
02.05.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 584'265 CHF | 594'265 CHF | 98.95% | 98.95% |