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 | 3.46% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 999'243 | 999'243 | 284'123 CHF | 294'123 CHF | 100.00% | 100.00% |
15.05.2024 | 3.05% | 0.29 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 998'008 | 998'008 | 324'371 CHF | 334'371 CHF | 99.99% | 99.99% |
14.05.2024 | 2.57% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 999'909 | 999'909 | 384'459 CHF | 394'459 CHF | 99.99% | 99.99% |
13.05.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 395'939 CHF | 405'939 CHF | 100.00% | 100.00% |
10.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 411'659 CHF | 421'659 CHF | 100.00% | 100.00% |
08.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 1'000'000 | 1'000'000 | 999'957 | 999'957 | 451'404 CHF | 461'404 CHF | 99.51% | 99.51% |
07.05.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 999'576 | 999'576 | 397'347 CHF | 407'347 CHF | 99.86% | 99.86% |
06.05.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 368'815 CHF | 378'815 CHF | 100.00% | 100.00% |
03.05.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 387'079 CHF | 397'079 CHF | 99.96% | 99.96% |
02.05.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 434'971 CHF | 444'971 CHF | 100.00% | 100.00% |