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 | 2.55% | 0.42 CHF | 0.43 CHF | 1'000'000 | 1'000'000 | 998'763 | 998'763 | 387'744 CHF | 397'744 CHF | 100.00% | 100.00% |
15.05.2024 | 2.95% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 961'003 | 961'003 | 385'722 CHF | 395'560 CHF | 99.54% | 99.54% |
14.05.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 450'946 CHF | 460'946 CHF | 99.83% | 99.83% |
13.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 447'222 CHF | 457'222 CHF | 100.00% | 100.00% |
10.05.2024 | 2.35% | 0.45 CHF | 0.46 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 421'061 CHF | 431'061 CHF | 100.00% | 100.00% |
08.05.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 1'000'000 | 1'000'000 | 999'853 | 999'853 | 504'193 CHF | 514'193 CHF | 99.44% | 99.44% |
07.05.2024 | 1.73% | 0.52 CHF | 0.53 CHF | 1'000'000 | 1'000'000 | 999'089 | 999'089 | 575'018 CHF | 585'018 CHF | 100.00% | 100.00% |
06.05.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 697'250 CHF | 707'250 CHF | 99.74% | 99.74% |
03.05.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 1'000'000 | 1'000'000 | 987'412 | 987'412 | 790'887 CHF | 800'845 CHF | 99.28% | 99.28% |
02.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 861'187 CHF | 871'187 CHF | 98.90% | 98.90% |