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 | 4.09% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 960'744 | 960'744 | 277'148 CHF | 286'985 CHF | 99.57% | 99.57% |
14.05.2024 | 3.04% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 324'493 CHF | 334'493 CHF | 99.83% | 99.83% |
13.05.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 325'423 CHF | 335'423 CHF | 100.00% | 100.00% |
10.05.2024 | 3.23% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 304'412 CHF | 314'412 CHF | 100.00% | 100.00% |
08.05.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 999'837 | 999'837 | 355'822 CHF | 365'822 CHF | 99.45% | 99.45% |
07.05.2024 | 2.46% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 999'065 | 999'065 | 401'809 CHF | 411'809 CHF | 100.00% | 100.00% |
06.05.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 477'441 CHF | 487'441 CHF | 99.72% | 99.72% |
03.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 1'000'000 | 1'000'000 | 987'276 | 987'276 | 543'380 CHF | 553'337 CHF | 99.27% | 99.27% |
02.05.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 598'363 CHF | 608'363 CHF | 98.90% | 98.90% |
30.04.2024 | 1.77% | 0.62 CHF | 0.63 CHF | 1'000'000 | 1'000'000 | 999'403 | 999'403 | 559'127 CHF | 569'127 CHF | 99.74% | 99.74% |