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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 7.24% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 133'107 CHF | 143'107 CHF | 99.84% | 99.84% |
13.05.2024 | 7.56% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 127'337 CHF | 137'337 CHF | 100.00% | 100.00% |
10.05.2024 | 8.17% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 117'548 CHF | 127'548 CHF | 100.00% | 100.00% |
08.05.2024 | 5.94% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 999'855 | 999'855 | 163'785 CHF | 173'785 CHF | 99.44% | 99.44% |
07.05.2024 | 4.30% | 0.18 CHF | 0.19 CHF | 1'000'000 | 1'000'000 | 999'097 | 999'097 | 229'250 CHF | 239'250 CHF | 100.00% | 100.00% |
06.05.2024 | 3.17% | 0.29 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 312'290 CHF | 322'290 CHF | 99.72% | 99.72% |
03.05.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 987'359 | 987'359 | 400'584 CHF | 410'542 CHF | 99.26% | 99.26% |
02.05.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 455'839 CHF | 465'839 CHF | 98.88% | 98.88% |
30.04.2024 | 2.47% | 0.48 CHF | 0.49 CHF | 1'000'000 | 1'000'000 | 999'427 | 999'427 | 399'901 CHF | 409'901 CHF | 99.73% | 99.73% |
29.04.2024 | 2.83% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 992'772 | 992'772 | 362'044 CHF | 371'978 CHF | 99.18% | 99.18% |