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 | 6.89% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 998'623 | 998'623 | 141'299 CHF | 151'299 CHF | 100.00% | 100.00% |
15.05.2024 | 7.31% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 960'968 | 960'968 | 158'453 CHF | 168'291 CHF | 99.54% | 99.54% |
14.05.2024 | 4.47% | 0.21 CHF | 0.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 219'023 CHF | 229'023 CHF | 99.82% | 99.82% |
13.05.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 210'145 CHF | 220'145 CHF | 100.00% | 100.00% |
10.05.2024 | 5.19% | 0.21 CHF | 0.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 188'031 CHF | 198'031 CHF | 100.00% | 100.00% |
08.05.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 999'852 | 999'852 | 319'312 CHF | 329'312 CHF | 99.44% | 99.44% |
07.05.2024 | 2.17% | 0.36 CHF | 0.37 CHF | 870'000 | 870'000 | 869'193 | 869'193 | 400'152 CHF | 408'852 CHF | 100.00% | 100.00% |
06.05.2024 | 1.57% | 0.59 CHF | 0.60 CHF | 730'000 | 730'000 | 730'000 | 730'000 | 466'013 CHF | 473'313 CHF | 99.72% | 99.72% |
03.05.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 700'000 | 700'000 | 691'048 | 691'048 | 572'998 CHF | 579'968 CHF | 99.30% | 99.30% |
02.05.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 635'246 CHF | 642'246 CHF | 98.87% | 98.87% |