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 | 1.41% | 0.70 CHF | 0.71 CHF | 1'000'000 | 1'000'000 | 999'005 | 999'005 | 703'168 CHF | 713'168 CHF | 100.00% | 100.00% |
15.05.2024 | 1.33% | 0.71 CHF | 0.72 CHF | 1'000'000 | 1'000'000 | 998'090 | 998'090 | 746'063 CHF | 756'063 CHF | 100.00% | 100.00% |
14.05.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 1'000'000 | 1'000'000 | 999'942 | 999'942 | 810'750 CHF | 820'750 CHF | 100.00% | 100.00% |
13.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 821'172 CHF | 831'172 CHF | 100.00% | 100.00% |
10.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 838'274 CHF | 848'274 CHF | 100.00% | 100.00% |
08.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 999'790 | 999'790 | 881'779 CHF | 891'779 CHF | 99.63% | 99.63% |
07.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 999'582 | 999'582 | 824'690 CHF | 834'690 CHF | 99.90% | 99.90% |
06.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 793'828 CHF | 803'828 CHF | 100.00% | 100.00% |
03.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 813'886 CHF | 823'886 CHF | 99.99% | 99.99% |
02.05.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 865'734 CHF | 875'734 CHF | 100.00% | 100.00% |