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 | 1.57% | 0.63 CHF | 0.64 CHF | 1'000'000 | 1'000'000 | 999'008 | 999'008 | 633'617 CHF | 643'617 CHF | 100.00% | 100.00% |
15.05.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 1'000'000 | 1'000'000 | 998'028 | 998'028 | 676'343 CHF | 686'343 CHF | 100.00% | 100.00% |
14.05.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 1'000'000 | 1'000'000 | 999'922 | 999'922 | 740'865 CHF | 750'865 CHF | 100.00% | 100.00% |
13.05.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 751'418 CHF | 761'418 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 | 768'462 CHF | 778'462 CHF | 100.00% | 100.00% |
08.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 1'000'000 | 1'000'000 | 999'790 | 999'790 | 811'859 CHF | 821'859 CHF | 99.63% | 99.63% |
07.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 1'000'000 | 1'000'000 | 999'506 | 999'506 | 754'768 CHF | 764'768 CHF | 99.94% | 99.94% |
06.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 724'042 CHF | 734'042 CHF | 100.00% | 100.00% |
03.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 744'038 CHF | 754'038 CHF | 99.98% | 99.98% |
02.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 795'535 CHF | 805'535 CHF | 100.00% | 100.00% |