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 | 0.75% | 1.34 CHF | 1.35 CHF | 1'000'000 | 1'000'000 | 998'950 | 998'950 | 1'335'430 CHF | 1'345'430 CHF | 100.00% | 100.00% |
15.05.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 1'000'000 | 1'000'000 | 997'735 | 997'735 | 1'296'920 CHF | 1'306'920 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 1'000'000 | 1'000'000 | 999'749 | 999'749 | 1'243'800 CHF | 1'253'800 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'232'380 CHF | 1'242'380 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'223'150 CHF | 1'233'150 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 1'000'000 | 1'000'000 | 999'957 | 999'957 | 1'186'730 CHF | 1'196'730 CHF | 99.51% | 99.51% |
07.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 1'000'000 | 1'000'000 | 999'202 | 999'202 | 1'241'270 CHF | 1'251'270 CHF | 99.87% | 99.87% |
06.05.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'270'630 CHF | 1'280'630 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'258'720 CHF | 1'268'720 CHF | 99.96% | 99.96% |
02.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'221'270 CHF | 1'231'270 CHF | 100.00% | 100.00% |