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 | 1.29% | 0.77 CHF | 0.78 CHF | 1'000'000 | 1'000'000 | 999'003 | 999'003 | 773'475 CHF | 783'475 CHF | 100.00% | 100.00% |
15.05.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 1'000'000 | 1'000'000 | 998'018 | 998'018 | 816'363 CHF | 826'363 CHF | 100.00% | 100.00% |
14.05.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 1'000'000 | 1'000'000 | 999'953 | 999'953 | 881'511 CHF | 891'511 CHF | 100.00% | 100.00% |
13.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 891'829 CHF | 901'829 CHF | 100.00% | 100.00% |
10.05.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 909'206 CHF | 919'206 CHF | 100.00% | 100.00% |
08.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 1'000'000 | 1'000'000 | 999'782 | 999'782 | 952'655 CHF | 962'655 CHF | 99.63% | 99.63% |
07.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 999'500 | 999'500 | 895'250 CHF | 905'250 CHF | 99.94% | 99.94% |
06.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 864'460 CHF | 874'460 CHF | 100.00% | 100.00% |
03.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 884'414 CHF | 894'414 CHF | 99.98% | 99.98% |
02.05.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 936'799 CHF | 946'799 CHF | 100.00% | 100.00% |