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 | 2.09% | 0.51 CHF | 0.52 CHF | 1'000'000 | 1'000'000 | 998'610 | 998'610 | 474'755 CHF | 484'755 CHF | 100.00% | 100.00% |
15.05.2024 | 2.42% | 0.46 CHF | 0.47 CHF | 1'000'000 | 1'000'000 | 960'968 | 960'968 | 471'346 CHF | 481'184 CHF | 99.54% | 99.54% |
14.05.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 546'605 CHF | 556'605 CHF | 99.84% | 99.84% |
13.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 540'360 CHF | 550'360 CHF | 100.00% | 100.00% |
10.05.2024 | 1.94% | 0.54 CHF | 0.55 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 509'729 CHF | 519'729 CHF | 99.99% | 99.99% |
08.05.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 1'000'000 | 1'000'000 | 999'843 | 999'843 | 599'361 CHF | 609'361 CHF | 99.41% | 99.41% |
07.05.2024 | 1.46% | 0.63 CHF | 0.64 CHF | 1'000'000 | 1'000'000 | 999'087 | 999'087 | 683'440 CHF | 693'440 CHF | 100.00% | 100.00% |
06.05.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 805'702 CHF | 815'702 CHF | 99.76% | 99.76% |
03.05.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 1'000'000 | 1'000'000 | 987'429 | 987'429 | 909'180 CHF | 919'138 CHF | 99.28% | 99.28% |
02.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 984'605 CHF | 994'605 CHF | 98.88% | 98.88% |