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 | 1.47% | 0.68 CHF | 0.69 CHF | 1'000'000 | 1'000'000 | 998'939 | 998'939 | 675'157 CHF | 685'157 CHF | 100.00% | 100.00% |
15.05.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 1'000'000 | 1'000'000 | 997'792 | 997'792 | 635'996 CHF | 645'996 CHF | 99.99% | 99.99% |
14.05.2024 | 1.71% | 0.61 CHF | 0.62 CHF | 1'000'000 | 1'000'000 | 999'768 | 999'768 | 579'414 CHF | 589'414 CHF | 100.00% | 100.00% |
13.05.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 569'250 CHF | 579'250 CHF | 100.00% | 100.00% |
10.05.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 558'181 CHF | 568'181 CHF | 100.00% | 100.00% |
08.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 1'000'000 | 1'000'000 | 999'976 | 999'976 | 522'908 CHF | 532'908 CHF | 99.51% | 99.51% |
07.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 1'000'000 | 1'000'000 | 998'852 | 998'852 | 578'032 CHF | 588'032 CHF | 99.94% | 99.94% |
06.05.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 609'317 CHF | 619'317 CHF | 100.00% | 100.00% |
03.05.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 596'651 CHF | 606'651 CHF | 99.95% | 99.95% |
02.05.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 555'701 CHF | 565'701 CHF | 100.00% | 100.00% |