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 | 2.87% | 0.34 CHF | 0.35 CHF | 1'000'000 | 1'000'000 | 999'228 | 999'228 | 343'601 CHF | 353'601 CHF | 100.00% | 100.00% |
15.05.2024 | 2.57% | 0.35 CHF | 0.36 CHF | 1'000'000 | 1'000'000 | 997'985 | 997'985 | 385'841 CHF | 395'841 CHF | 99.99% | 99.99% |
14.05.2024 | 2.21% | 0.42 CHF | 0.43 CHF | 1'000'000 | 1'000'000 | 999'920 | 999'920 | 448'253 CHF | 458'253 CHF | 100.00% | 100.00% |
13.05.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 459'865 CHF | 469'865 CHF | 100.00% | 100.00% |
10.05.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 475'267 CHF | 485'267 CHF | 100.00% | 100.00% |
08.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 1'000'000 | 1'000'000 | 999'975 | 999'975 | 517'964 CHF | 527'964 CHF | 99.51% | 99.51% |
07.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 1'000'000 | 1'000'000 | 999'660 | 999'660 | 463'138 CHF | 473'138 CHF | 99.82% | 99.82% |
06.05.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 432'191 CHF | 442'191 CHF | 100.00% | 100.00% |
03.05.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 452'122 CHF | 462'122 CHF | 99.99% | 99.99% |
02.05.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 502'017 CHF | 512'017 CHF | 99.99% | 99.99% |