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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 256'280 CHF | 266'280 CHF | 100.00% | 100.00% |
16.05.2024 | 4.15% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 998'656 | 998'656 | 236'460 CHF | 246'460 CHF | 100.00% | 100.00% |
15.05.2024 | 4.78% | 0.23 CHF | 0.24 CHF | 1'000'000 | 1'000'000 | 960'947 | 960'947 | 236'099 CHF | 245'937 CHF | 99.55% | 99.55% |
14.05.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 275'985 CHF | 285'985 CHF | 99.85% | 99.85% |
13.05.2024 | 3.53% | 0.28 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 278'550 CHF | 288'550 CHF | 100.00% | 100.00% |
10.05.2024 | 3.77% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 260'590 CHF | 270'590 CHF | 100.00% | 100.00% |
08.05.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 999'845 | 999'845 | 288'750 CHF | 298'750 CHF | 99.44% | 99.44% |
07.05.2024 | 3.03% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 999'082 | 999'082 | 325'611 CHF | 335'611 CHF | 100.00% | 100.00% |
06.05.2024 | 2.54% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 389'112 CHF | 399'112 CHF | 99.72% | 99.72% |
03.05.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 1'000'000 | 1'000'000 | 987'168 | 987'168 | 444'879 CHF | 454'836 CHF | 99.28% | 99.28% |