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 | 2.04% | 0.49 CHF | 0.50 CHF | 1'000'000 | 1'000'000 | 998'950 | 998'950 | 486'465 CHF | 496'465 CHF | 100.00% | 100.00% |
15.05.2024 | 2.22% | 0.48 CHF | 0.49 CHF | 1'000'000 | 1'000'000 | 997'752 | 997'752 | 447'327 CHF | 457'327 CHF | 99.99% | 99.99% |
14.05.2024 | 2.54% | 0.42 CHF | 0.43 CHF | 1'000'000 | 1'000'000 | 999'749 | 999'749 | 390'000 CHF | 400'000 CHF | 100.00% | 100.00% |
13.05.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 379'556 CHF | 389'556 CHF | 100.00% | 100.00% |
10.05.2024 | 2.67% | 0.35 CHF | 0.36 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 369'762 CHF | 379'762 CHF | 100.00% | 100.00% |
08.05.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 1'000'000 | 1'000'000 | 999'959 | 999'959 | 332'906 CHF | 342'906 CHF | 99.51% | 99.51% |
07.05.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 998'803 | 998'803 | 388'371 CHF | 398'371 CHF | 99.94% | 99.94% |
06.05.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 420'184 CHF | 430'184 CHF | 100.00% | 100.00% |
03.05.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 407'404 CHF | 417'404 CHF | 99.98% | 99.98% |
02.05.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 365'049 CHF | 375'049 CHF | 99.99% | 99.99% |