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 | 1.52% | 0.68 CHF | 0.69 CHF | 1'000'000 | 1'000'000 | 998'646 | 998'646 | 654'810 CHF | 664'810 CHF | 100.00% | 100.00% |
15.05.2024 | 1.79% | 0.64 CHF | 0.65 CHF | 1'000'000 | 1'000'000 | 960'808 | 960'808 | 637'557 CHF | 647'394 CHF | 99.56% | 99.56% |
14.05.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 717'428 CHF | 727'428 CHF | 99.85% | 99.85% |
13.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 703'572 CHF | 713'572 CHF | 100.00% | 100.00% |
10.05.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 675'294 CHF | 685'294 CHF | 100.00% | 100.00% |
08.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 1'000'000 | 1'000'000 | 999'810 | 999'810 | 771'131 CHF | 781'131 CHF | 99.44% | 99.44% |
07.05.2024 | 1.18% | 0.79 CHF | 0.80 CHF | 1'000'000 | 1'000'000 | 999'086 | 999'086 | 840'913 CHF | 850'913 CHF | 100.00% | 100.00% |
06.05.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 933'915 CHF | 943'915 CHF | 99.74% | 99.74% |
03.05.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 1'000'000 | 1'000'000 | 987'290 | 987'290 | 1'010'330 CHF | 1'020'280 CHF | 99.30% | 99.30% |
02.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'078'380 CHF | 1'088'380 CHF | 98.90% | 98.90% |