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 | 2.00% | 0.50 CHF | 0.51 CHF | 1'000'000 | 1'000'000 | 998'995 | 998'995 | 496'034 CHF | 506'034 CHF | 100.00% | 100.00% |
15.05.2024 | 1.84% | 0.50 CHF | 0.51 CHF | 1'000'000 | 1'000'000 | 998'066 | 998'066 | 539'472 CHF | 549'472 CHF | 100.00% | 100.00% |
14.05.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 1'000'000 | 1'000'000 | 999'955 | 999'955 | 603'442 CHF | 613'442 CHF | 99.99% | 99.99% |
13.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 615'727 CHF | 625'727 CHF | 100.00% | 100.00% |
10.05.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 631'912 CHF | 641'912 CHF | 100.00% | 100.00% |
08.05.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 1'000'000 | 1'000'000 | 999'792 | 999'792 | 674'598 CHF | 684'598 CHF | 99.63% | 99.63% |
07.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 1'000'000 | 1'000'000 | 999'507 | 999'507 | 617'567 CHF | 627'567 CHF | 99.94% | 99.94% |
06.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 587'211 CHF | 597'211 CHF | 100.00% | 100.00% |
03.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 606'144 CHF | 616'144 CHF | 99.95% | 99.95% |
02.05.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 657'632 CHF | 667'632 CHF | 99.99% | 99.99% |