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 | 1.02% | 0.98 CHF | 0.99 CHF | 1'000'000 | 1'000'000 | 998'935 | 998'935 | 978'270 CHF | 988'270 CHF | 100.00% | 100.00% |
15.05.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 1'000'000 | 1'000'000 | 997'771 | 997'771 | 938'862 CHF | 948'862 CHF | 100.00% | 100.00% |
14.05.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 1'000'000 | 1'000'000 | 999'758 | 999'758 | 884'484 CHF | 894'484 CHF | 100.00% | 100.00% |
13.05.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 873'462 CHF | 883'462 CHF | 100.00% | 100.00% |
10.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 864'065 CHF | 874'065 CHF | 100.00% | 100.00% |
08.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 1'000'000 | 1'000'000 | 999'975 | 999'975 | 827'085 CHF | 837'085 CHF | 99.51% | 99.51% |
07.05.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 998'860 | 998'860 | 882'164 CHF | 892'164 CHF | 99.94% | 99.94% |
06.05.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 912'048 CHF | 922'048 CHF | 100.00% | 100.00% |
03.05.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 900'885 CHF | 910'885 CHF | 100.00% | 100.00% |
02.05.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 860'878 CHF | 870'878 CHF | 100.00% | 100.00% |