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 | 2.49% | 0.44 CHF | 0.45 CHF | 1'000'000 | 1'000'000 | 428'201 | 428'201 | 184'153 CHF | 188'515 CHF | 100.00% | 100.00% |
15.05.2024 | 2.68% | 0.42 CHF | 0.43 CHF | 1'000'000 | 1'000'000 | 473'536 | 473'536 | 183'866 CHF | 188'626 CHF | 99.94% | 99.94% |
14.05.2024 | 2.84% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 478'203 | 478'203 | 171'717 CHF | 176'518 CHF | 99.92% | 99.92% |
13.05.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 481'737 | 481'737 | 174'847 CHF | 179'683 CHF | 99.77% | 99.77% |
10.05.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 484'922 | 484'922 | 178'071 CHF | 182'939 CHF | 100.00% | 100.00% |
08.05.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 469'828 | 469'828 | 177'273 CHF | 181'990 CHF | 99.06% | 99.06% |
07.05.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 464'518 | 464'518 | 178'040 CHF | 182'706 CHF | 99.84% | 99.84% |
06.05.2024 | 2.76% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 480'944 | 480'944 | 180'567 CHF | 185'395 CHF | 100.00% | 100.00% |
03.05.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 1'000'000 | 1'000'000 | 515'928 | 515'928 | 172'950 CHF | 178'128 CHF | 99.85% | 99.85% |
02.05.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 535'421 | 535'421 | 162'721 CHF | 168'095 CHF | 99.97% | 99.97% |