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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'533'050 CHF | 1'543'050 CHF | 100.00% | 100.00% |
16.05.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 1'000'000 | 1'000'000 | 998'931 | 998'931 | 1'526'540 CHF | 1'536'540 CHF | 100.00% | 100.00% |
15.05.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 1'000'000 | 1'000'000 | 997'773 | 997'773 | 1'487'820 CHF | 1'497'820 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 1'000'000 | 1'000'000 | 999'754 | 999'754 | 1'435'670 CHF | 1'445'670 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'424'410 CHF | 1'434'410 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'415'310 CHF | 1'425'310 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 1'000'000 | 1'000'000 | 999'976 | 999'976 | 1'380'170 CHF | 1'390'170 CHF | 99.51% | 99.51% |
07.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 1'000'000 | 1'000'000 | 999'229 | 999'229 | 1'433'340 CHF | 1'443'340 CHF | 99.83% | 99.83% |
06.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'461'520 CHF | 1'471'520 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'451'040 CHF | 1'461'040 CHF | 99.98% | 99.98% |