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 | 2.79% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 511'247 | 511'247 | 186'296 CHF | 191'433 CHF | 99.39% | 99.39% |
17.05.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 520'033 | 520'033 | 187'735 CHF | 192'956 CHF | 100.00% | 100.00% |
16.05.2024 | 2.86% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 489'753 | 489'753 | 182'888 CHF | 187'867 CHF | 99.99% | 99.99% |
15.05.2024 | 3.06% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 542'342 | 542'342 | 183'009 CHF | 188'461 CHF | 100.00% | 100.00% |
14.05.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 546'341 | 546'341 | 172'402 CHF | 177'887 CHF | 100.00% | 100.00% |
13.05.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 551'739 | 551'739 | 176'224 CHF | 181'762 CHF | 100.00% | 100.00% |
10.05.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 552'561 | 552'561 | 177'706 CHF | 183'253 CHF | 100.00% | 100.00% |
08.05.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 538'017 | 538'017 | 177'866 CHF | 183'267 CHF | 99.06% | 99.06% |
07.05.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 530'417 | 530'417 | 178'113 CHF | 183'442 CHF | 99.95% | 99.95% |
06.05.2024 | 3.15% | 0.35 CHF | 0.36 CHF | 1'000'000 | 1'000'000 | 547'927 | 547'927 | 179'290 CHF | 184'790 CHF | 100.00% | 100.00% |