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 | 1.58% | 0.63 CHF | 0.64 CHF | 1'000'000 | 1'000'000 | 998'868 | 998'868 | 629'378 CHF | 639'378 CHF | 100.00% | 100.00% |
15.05.2024 | 1.69% | 0.63 CHF | 0.64 CHF | 1'000'000 | 1'000'000 | 997'756 | 997'756 | 589'578 CHF | 599'578 CHF | 100.00% | 100.00% |
14.05.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 1'000'000 | 1'000'000 | 999'775 | 999'775 | 533'732 CHF | 543'732 CHF | 100.00% | 100.00% |
13.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 523'669 CHF | 533'669 CHF | 100.00% | 100.00% |
10.05.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 514'595 CHF | 524'595 CHF | 100.00% | 100.00% |
08.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 478'084 CHF | 488'084 CHF | 99.50% | 99.50% |
07.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 1'000'000 | 1'000'000 | 998'883 | 998'883 | 532'469 CHF | 542'469 CHF | 99.90% | 99.90% |
06.05.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 562'835 CHF | 572'835 CHF | 100.00% | 100.00% |
03.05.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 550'932 CHF | 560'932 CHF | 99.99% | 99.99% |
02.05.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 509'736 CHF | 519'736 CHF | 99.99% | 99.99% |