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 | 2.66% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 585'275 | 585'275 | 224'655 CHF | 230'546 CHF | 100.00% | 100.00% |
15.05.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 596'401 | 596'401 | 220'285 CHF | 226'294 CHF | 100.00% | 100.00% |
14.05.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 604'661 | 604'661 | 219'495 CHF | 225'570 CHF | 99.89% | 99.89% |
13.05.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 615'198 | 615'198 | 214'812 CHF | 220'989 CHF | 100.00% | 100.00% |
10.05.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 1'000'000 | 1'000'000 | 612'311 | 612'311 | 211'570 CHF | 217'717 CHF | 100.00% | 100.00% |
08.05.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 616'644 | 616'644 | 205'658 CHF | 211'852 CHF | 98.65% | 98.65% |
07.05.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 1'000'000 | 1'000'000 | 629'882 | 629'882 | 213'065 CHF | 219'389 CHF | 98.38% | 98.38% |
06.05.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 623'731 | 623'731 | 205'633 CHF | 211'895 CHF | 99.86% | 99.86% |
03.05.2024 | 2.99% | 0.35 CHF | 0.36 CHF | 1'000'000 | 1'000'000 | 421'178 | 421'178 | 146'143 CHF | 150'399 CHF | 99.32% | 99.32% |
02.05.2024 | 3.73% | 0.28 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 699'877 | 699'877 | 189'834 CHF | 196'860 CHF | 100.00% | 100.00% |