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 | 0.58% | 1.76 CHF | 1.77 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'726'800 CHF | 1'736'800 CHF | 100.00% | 100.00% |
16.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 1'000'000 | 1'000'000 | 998'939 | 998'939 | 1'719'170 CHF | 1'729'170 CHF | 100.00% | 100.00% |
15.05.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 1'000'000 | 1'000'000 | 997'796 | 997'796 | 1'679'110 CHF | 1'689'110 CHF | 100.00% | 100.00% |
14.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 1'000'000 | 1'000'000 | 999'768 | 999'768 | 1'627'790 CHF | 1'637'790 CHF | 99.99% | 99.99% |
13.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'617'290 CHF | 1'627'290 CHF | 100.00% | 100.00% |
10.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'607'070 CHF | 1'617'070 CHF | 100.00% | 100.00% |
08.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 1'000'000 | 1'000'000 | 999'975 | 999'975 | 1'572'710 CHF | 1'582'710 CHF | 99.51% | 99.51% |
07.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 1'000'000 | 1'000'000 | 999'145 | 999'145 | 1'625'270 CHF | 1'635'270 CHF | 99.87% | 99.87% |
06.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'654'280 CHF | 1'664'280 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'643'390 CHF | 1'653'390 CHF | 99.98% | 99.98% |