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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 5.41% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 743'326 | 743'326 | 139'380 CHF | 146'853 CHF | 99.74% | 99.74% |
17.05.2024 | 5.37% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 743'288 | 743'288 | 139'340 CHF | 146'805 CHF | 100.00% | 100.00% |
16.05.2024 | 5.47% | 0.19 CHF | 0.20 CHF | 1'000'000 | 1'000'000 | 743'401 | 743'401 | 136'604 CHF | 144'084 CHF | 100.00% | 100.00% |
15.05.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 1'000'000 | 1'000'000 | 729'044 | 729'044 | 144'810 CHF | 152'170 CHF | 100.00% | 100.00% |
14.05.2024 | 5.52% | 0.21 CHF | 0.22 CHF | 1'000'000 | 1'000'000 | 751'468 | 751'468 | 137'563 CHF | 145'110 CHF | 100.00% | 100.00% |
13.05.2024 | 5.92% | 0.18 CHF | 0.19 CHF | 1'000'000 | 1'000'000 | 761'688 | 761'688 | 129'736 CHF | 137'386 CHF | 99.86% | 99.86% |
10.05.2024 | 5.55% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 730'894 | 730'894 | 131'378 CHF | 138'720 CHF | 100.00% | 100.00% |
08.05.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 1'000'000 | 1'000'000 | 735'751 | 735'751 | 144'054 CHF | 151'449 CHF | 96.51% | 96.51% |
07.05.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 1'000'000 | 1'000'000 | 708'336 | 708'336 | 160'668 CHF | 167'791 CHF | 97.63% | 97.63% |
06.05.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 1'000'000 | 1'000'000 | 725'904 | 725'904 | 170'829 CHF | 178'115 CHF | 98.41% | 98.41% |