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 | 0.52% | 1.92 CHF | 1.93 CHF | 1'000'000 | 1'000'000 | 998'884 | 998'884 | 1'908'390 CHF | 1'918'390 CHF | 100.00% | 100.00% |
15.05.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 1'000'000 | 1'000'000 | 997'734 | 997'734 | 1'869'670 CHF | 1'879'670 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 1'000'000 | 1'000'000 | 999'764 | 999'764 | 1'819'580 CHF | 1'829'580 CHF | 100.00% | 100.00% |
13.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'808'400 CHF | 1'818'400 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'797'970 CHF | 1'807'970 CHF | 100.00% | 100.00% |
08.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 1'000'000 | 1'000'000 | 999'959 | 999'959 | 1'763'310 CHF | 1'773'310 CHF | 99.51% | 99.51% |
07.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 1'000'000 | 1'000'000 | 998'844 | 998'844 | 1'814'840 CHF | 1'824'840 CHF | 99.94% | 99.94% |
06.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'844'380 CHF | 1'854'380 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'833'720 CHF | 1'843'720 CHF | 99.98% | 99.98% |
02.05.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'800'560 CHF | 1'810'560 CHF | 100.00% | 100.00% |