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 | 1.18% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 999'005 | 999'005 | 842'882 CHF | 852'882 CHF | 100.00% | 100.00% |
15.05.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 1'000'000 | 1'000'000 | 998'103 | 998'103 | 885'916 CHF | 895'916 CHF | 100.00% | 100.00% |
14.05.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 1'000'000 | 1'000'000 | 999'955 | 999'955 | 951'426 CHF | 961'426 CHF | 100.00% | 100.00% |
13.05.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 961'595 CHF | 971'595 CHF | 100.00% | 100.00% |
10.05.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 979'018 CHF | 989'018 CHF | 100.00% | 100.00% |
08.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 1'000'000 | 1'000'000 | 999'795 | 999'795 | 1'022'650 CHF | 1'032'650 CHF | 99.63% | 99.63% |
07.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 1'000'000 | 1'000'000 | 999'441 | 999'441 | 965'033 CHF | 975'033 CHF | 99.94% | 99.94% |
06.05.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 934'082 CHF | 944'082 CHF | 100.00% | 100.00% |
03.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 954'214 CHF | 964'214 CHF | 99.99% | 99.99% |
02.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'007'160 CHF | 1'017'160 CHF | 100.00% | 100.00% |