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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.61% | 0.71 CHF | 0.72 CHF | 1'000'000 | 1'000'000 | 960'878 | 960'878 | 709'154 CHF | 718'991 CHF | 99.55% | 99.55% |
14.05.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 796'630 CHF | 806'630 CHF | 99.85% | 99.85% |
13.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 780'517 CHF | 790'517 CHF | 100.00% | 100.00% |
10.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 750'364 CHF | 760'364 CHF | 100.00% | 100.00% |
08.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 1'000'000 | 1'000'000 | 999'837 | 999'837 | 854'639 CHF | 864'639 CHF | 99.45% | 99.45% |
07.05.2024 | 1.07% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 999'066 | 999'066 | 931'556 CHF | 941'556 CHF | 100.00% | 100.00% |
06.05.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'034'710 CHF | 1'044'710 CHF | 99.72% | 99.72% |
03.05.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 1'000'000 | 1'000'000 | 987'333 | 987'333 | 1'118'050 CHF | 1'128'010 CHF | 99.30% | 99.30% |
02.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'190'060 CHF | 1'200'060 CHF | 98.82% | 98.82% |
30.04.2024 | 0.88% | 1.20 CHF | 1.21 CHF | 1'000'000 | 1'000'000 | 999'403 | 999'403 | 1'127'090 CHF | 1'137'090 CHF | 99.73% | 99.73% |