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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 648'149 | 648'149 | 214'663 CHF | 221'205 CHF | 100.00% | 100.00% |
14.05.2024 | 3.30% | 0.35 CHF | 0.36 CHF | 1'000'000 | 1'000'000 | 688'349 | 688'349 | 213'519 CHF | 220'432 CHF | 99.99% | 99.99% |
13.05.2024 | 3.51% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 715'828 | 715'828 | 208'724 CHF | 215'914 CHF | 99.86% | 99.86% |
10.05.2024 | 3.32% | 0.28 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 673'396 | 673'396 | 204'791 CHF | 211'554 CHF | 100.00% | 100.00% |
08.05.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 652'008 | 652'008 | 211'929 CHF | 218'483 CHF | 96.52% | 96.52% |
07.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 608'457 | 608'457 | 224'294 CHF | 230'406 CHF | 97.37% | 97.37% |
06.05.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 631'761 | 631'761 | 241'822 CHF | 248'164 CHF | 98.41% | 98.41% |
03.05.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 630'952 | 630'952 | 232'077 CHF | 238'414 CHF | 99.98% | 99.98% |
02.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 620'639 | 620'639 | 235'298 CHF | 241'532 CHF | 100.00% | 100.00% |
30.04.2024 | 2.33% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 573'315 | 573'315 | 251'167 CHF | 256'980 CHF | 96.82% | 96.82% |