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 | 0.72% | 1.39 CHF | 1.40 CHF | 1'000'000 | 1'000'000 | 998'867 | 998'867 | 1'378'920 CHF | 1'388'920 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 1'000'000 | 1'000'000 | 997'769 | 997'769 | 1'339'630 CHF | 1'349'630 CHF | 100.00% | 100.00% |
14.05.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 1'000'000 | 1'000'000 | 999'776 | 999'776 | 1'286'640 CHF | 1'296'640 CHF | 99.99% | 99.99% |
13.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'275'950 CHF | 1'285'950 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'265'820 CHF | 1'275'820 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 1'000'000 | 1'000'000 | 999'975 | 999'975 | 1'230'170 CHF | 1'240'170 CHF | 99.51% | 99.51% |
07.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 1'000'000 | 1'000'000 | 998'849 | 998'849 | 1'283'280 CHF | 1'293'280 CHF | 99.94% | 99.94% |
06.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'313'020 CHF | 1'323'020 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'302'160 CHF | 1'312'160 CHF | 99.99% | 99.99% |
02.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'265'640 CHF | 1'275'640 CHF | 99.99% | 99.99% |