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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 446'889 CHF | 456'889 CHF | 100.00% | 100.00% |
14.05.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 1'000'000 | 1'000'000 | 999'421 | 999'421 | 468'287 CHF | 478'281 CHF | 100.00% | 100.00% |
13.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 466'582 CHF | 476'582 CHF | 100.00% | 100.00% |
10.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 468'489 CHF | 478'489 CHF | 100.00% | 100.00% |
08.05.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 481'578 CHF | 491'578 CHF | 100.00% | 100.00% |
07.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 478'839 CHF | 488'839 CHF | 100.00% | 100.00% |
06.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 491'284 CHF | 501'284 CHF | 100.00% | 100.00% |
03.05.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 1'000'000 | 1'000'000 | 998'683 | 998'683 | 520'396 CHF | 530'383 CHF | 100.00% | 100.00% |
02.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 1'000'000 | 1'000'000 | 998'278 | 998'278 | 552'904 CHF | 562'887 CHF | 99.94% | 99.94% |
30.04.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 522'131 CHF | 532'131 CHF | 100.00% | 100.00% |