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 | 2.22% | 0.48 CHF | 0.49 CHF | 1'000'000 | 1'000'000 | 998'618 | 998'618 | 445'987 CHF | 455'987 CHF | 100.00% | 100.00% |
15.05.2024 | 2.57% | 0.43 CHF | 0.44 CHF | 1'000'000 | 1'000'000 | 961'044 | 961'044 | 442'835 CHF | 452'673 CHF | 99.53% | 99.53% |
14.05.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 515'317 CHF | 525'317 CHF | 99.82% | 99.82% |
13.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 509'819 CHF | 519'819 CHF | 100.00% | 100.00% |
10.05.2024 | 2.06% | 0.51 CHF | 0.52 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 481'584 CHF | 491'584 CHF | 99.99% | 99.99% |
08.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 1'000'000 | 1'000'000 | 999'854 | 999'854 | 575'589 CHF | 585'589 CHF | 99.41% | 99.41% |
07.05.2024 | 1.52% | 0.60 CHF | 0.61 CHF | 1'000'000 | 1'000'000 | 999'066 | 999'066 | 656'120 CHF | 666'120 CHF | 100.00% | 100.00% |
06.05.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 768'005 CHF | 778'005 CHF | 99.75% | 99.75% |
03.05.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 1'000'000 | 1'000'000 | 987'377 | 987'377 | 867'681 CHF | 877'639 CHF | 99.28% | 99.28% |
02.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 943'323 CHF | 953'323 CHF | 98.85% | 98.85% |