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 | 3.48% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 998'637 | 998'637 | 283'002 CHF | 293'002 CHF | 100.00% | 100.00% |
15.05.2024 | 4.00% | 0.28 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 960'958 | 960'958 | 282'808 CHF | 292'646 CHF | 99.54% | 99.54% |
14.05.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 331'878 CHF | 341'878 CHF | 99.84% | 99.84% |
13.05.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 332'232 CHF | 342'232 CHF | 100.00% | 100.00% |
10.05.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 310'708 CHF | 320'708 CHF | 100.00% | 100.00% |
08.05.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 999'837 | 999'837 | 364'401 CHF | 374'401 CHF | 99.44% | 99.44% |
07.05.2024 | 2.40% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 999'065 | 999'065 | 413'339 CHF | 423'339 CHF | 100.00% | 100.00% |
06.05.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 489'861 CHF | 499'861 CHF | 99.74% | 99.74% |
03.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 1'000'000 | 1'000'000 | 987'251 | 987'251 | 559'316 CHF | 569'273 CHF | 99.31% | 99.31% |
02.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 616'326 CHF | 626'326 CHF | 98.90% | 98.90% |