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 | 1.75% | 0.57 CHF | 0.58 CHF | 1'000'000 | 1'000'000 | 999'005 | 999'005 | 568'004 CHF | 578'004 CHF | 100.00% | 100.00% |
15.05.2024 | 1.63% | 0.58 CHF | 0.59 CHF | 1'000'000 | 1'000'000 | 998'063 | 998'063 | 610'959 CHF | 620'959 CHF | 100.00% | 100.00% |
14.05.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 1'000'000 | 1'000'000 | 999'955 | 999'955 | 674'952 CHF | 684'952 CHF | 99.99% | 99.99% |
13.05.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 686'543 CHF | 696'543 CHF | 100.00% | 100.00% |
10.05.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 702'739 CHF | 712'739 CHF | 100.00% | 100.00% |
08.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 1'000'000 | 1'000'000 | 999'795 | 999'795 | 745'751 CHF | 755'751 CHF | 99.63% | 99.63% |
07.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 1'000'000 | 1'000'000 | 999'441 | 999'441 | 688'832 CHF | 698'832 CHF | 99.94% | 99.94% |
06.05.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 658'040 CHF | 668'040 CHF | 100.00% | 100.00% |
03.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 678'090 CHF | 688'090 CHF | 99.96% | 99.96% |
02.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 730'264 CHF | 740'264 CHF | 100.00% | 100.00% |