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 | 1.33% | 0.78 CHF | 0.79 CHF | 1'000'000 | 1'000'000 | 998'621 | 998'621 | 746'947 CHF | 756'947 CHF | 100.00% | 100.00% |
15.05.2024 | 1.57% | 0.73 CHF | 0.74 CHF | 1'000'000 | 1'000'000 | 960'985 | 960'985 | 726'602 CHF | 736'440 CHF | 99.53% | 99.53% |
14.05.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 816'095 CHF | 826'095 CHF | 99.83% | 99.83% |
13.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 799'618 CHF | 809'618 CHF | 100.00% | 100.00% |
10.05.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 768'235 CHF | 778'235 CHF | 100.00% | 100.00% |
08.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 999'845 | 999'845 | 876'414 CHF | 886'414 CHF | 99.41% | 99.41% |
07.05.2024 | 1.04% | 0.90 CHF | 0.91 CHF | 1'000'000 | 1'000'000 | 999'088 | 999'088 | 955'440 CHF | 965'440 CHF | 100.00% | 100.00% |
06.05.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'061'140 CHF | 1'071'140 CHF | 99.75% | 99.75% |
03.05.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 1'000'000 | 1'000'000 | 987'341 | 987'341 | 1'146'410 CHF | 1'156'370 CHF | 99.25% | 99.25% |
02.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'219'520 CHF | 1'229'520 CHF | 98.86% | 98.86% |