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 | 0.97% | 1.03 CHF | 1.04 CHF | 1'000'000 | 1'000'000 | 998'931 | 998'931 | 1'023'540 CHF | 1'033'540 CHF | 100.00% | 100.00% |
15.05.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 1'000'000 | 1'000'000 | 997'734 | 997'734 | 983'421 CHF | 993'421 CHF | 99.99% | 99.99% |
14.05.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 1'000'000 | 1'000'000 | 999'747 | 999'747 | 928'388 CHF | 938'388 CHF | 100.00% | 100.00% |
13.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 918'307 CHF | 928'307 CHF | 100.00% | 100.00% |
10.05.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 907'484 CHF | 917'484 CHF | 100.00% | 100.00% |
08.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 999'964 | 999'964 | 872'101 CHF | 882'101 CHF | 99.51% | 99.51% |
07.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 1'000'000 | 1'000'000 | 999'226 | 999'226 | 926'390 CHF | 936'390 CHF | 99.83% | 99.83% |
06.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 956'896 CHF | 966'896 CHF | 100.00% | 100.00% |
03.05.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 944'379 CHF | 954'379 CHF | 99.97% | 99.97% |
02.05.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 905'958 CHF | 915'958 CHF | 100.00% | 100.00% |