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 | 2.23% | 0.45 CHF | 0.46 CHF | 1'000'000 | 1'000'000 | 998'931 | 998'931 | 444'316 CHF | 454'316 CHF | 100.00% | 100.00% |
15.05.2024 | 2.44% | 0.44 CHF | 0.45 CHF | 1'000'000 | 1'000'000 | 997'752 | 997'752 | 405'542 CHF | 415'542 CHF | 100.00% | 100.00% |
14.05.2024 | 2.82% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 999'747 | 999'747 | 350'215 CHF | 360'215 CHF | 99.99% | 99.99% |
13.05.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 340'375 CHF | 350'375 CHF | 100.00% | 100.00% |
10.05.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 331'744 CHF | 341'744 CHF | 100.00% | 100.00% |
08.05.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 999'959 | 999'959 | 295'184 CHF | 305'184 CHF | 99.51% | 99.51% |
07.05.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 1'000'000 | 1'000'000 | 998'854 | 998'854 | 348'606 CHF | 358'606 CHF | 99.94% | 99.94% |
06.05.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 379'567 CHF | 389'567 CHF | 100.00% | 100.00% |
03.05.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 367'636 CHF | 377'636 CHF | 99.97% | 99.97% |
02.05.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 327'027 CHF | 337'027 CHF | 99.99% | 99.99% |