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 | 1.24% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 998'620 | 998'620 | 804'225 CHF | 814'225 CHF | 100.00% | 100.00% |
15.05.2024 | 1.46% | 0.78 CHF | 0.79 CHF | 1'000'000 | 1'000'000 | 960'764 | 960'764 | 781'904 CHF | 791'741 CHF | 99.56% | 99.56% |
14.05.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 878'311 CHF | 888'311 CHF | 99.84% | 99.84% |
13.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 860'091 CHF | 870'091 CHF | 100.00% | 100.00% |
10.05.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 826'792 CHF | 836'792 CHF | 100.00% | 100.00% |
08.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 1'000'000 | 1'000'000 | 999'851 | 999'851 | 944'706 CHF | 954'706 CHF | 99.44% | 99.44% |
07.05.2024 | 0.97% | 0.97 CHF | 0.98 CHF | 1'000'000 | 1'000'000 | 999'070 | 999'070 | 1'031'010 CHF | 1'041'010 CHF | 100.00% | 100.00% |
06.05.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'144'940 CHF | 1'154'940 CHF | 99.74% | 99.74% |
03.05.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 1'000'000 | 1'000'000 | 987'304 | 987'304 | 1'235'750 CHF | 1'245'710 CHF | 99.30% | 99.30% |
02.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'312'320 CHF | 1'322'320 CHF | 98.93% | 98.93% |