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 | 2.41% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 999'043 | 999'043 | 411'095 CHF | 421'095 CHF | 100.00% | 100.00% |
15.05.2024 | 2.69% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 997'931 | 997'931 | 367'747 CHF | 377'747 CHF | 100.00% | 100.00% |
14.05.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 999'764 | 999'764 | 323'264 CHF | 333'264 CHF | 100.00% | 100.00% |
13.05.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 360'822 CHF | 370'822 CHF | 100.00% | 100.00% |
10.05.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 375'681 CHF | 385'681 CHF | 100.00% | 100.00% |
08.05.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 397'122 CHF | 407'122 CHF | 99.51% | 99.51% |
07.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 1'000'000 | 1'000'000 | 999'211 | 999'211 | 462'105 CHF | 472'105 CHF | 99.81% | 99.81% |
06.05.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 504'335 CHF | 514'335 CHF | 100.00% | 100.00% |
03.05.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 1'000'000 | 1'000'000 | 999'892 | 1'000'000 | 557'100 CHF | 567'164 CHF | 99.99% | 99.99% |
02.05.2024 | 2.26% | 0.50 CHF | 0.51 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 439'327 CHF | 449'327 CHF | 100.00% | 100.00% |