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 | 4.50% | 0.23 CHF | 0.24 CHF | 1'000'000 | 1'000'000 | 743'393 | 743'393 | 166'964 CHF | 174'444 CHF | 100.00% | 100.00% |
15.05.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 1'000'000 | 1'000'000 | 729'037 | 729'037 | 176'192 CHF | 183'553 CHF | 100.00% | 100.00% |
14.05.2024 | 4.54% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 751'456 | 751'456 | 168'123 CHF | 175'670 CHF | 99.99% | 99.99% |
13.05.2024 | 4.84% | 0.22 CHF | 0.23 CHF | 1'000'000 | 1'000'000 | 761'653 | 761'653 | 159'516 CHF | 167'165 CHF | 99.86% | 99.86% |
10.05.2024 | 4.57% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 731'035 | 731'035 | 160'578 CHF | 167'921 CHF | 100.00% | 100.00% |
08.05.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 1'000'000 | 1'000'000 | 735'760 | 735'760 | 174'870 CHF | 182'265 CHF | 96.51% | 96.51% |
07.05.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 703'049 | 703'049 | 191'788 CHF | 198'855 CHF | 97.42% | 97.42% |
06.05.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 725'905 | 725'905 | 205'003 CHF | 212'288 CHF | 98.41% | 98.41% |
03.05.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 720'911 | 720'911 | 195'540 CHF | 202'780 CHF | 99.95% | 99.95% |
02.05.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 711'311 | 711'311 | 200'225 CHF | 207'370 CHF | 100.00% | 100.00% |