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 | 3.94% | 0.28 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 512'845 | 512'845 | 138'356 CHF | 143'568 CHF | 100.00% | 100.00% |
15.05.2024 | 4.23% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 549'585 | 549'585 | 133'363 CHF | 138'888 CHF | 100.00% | 100.00% |
14.05.2024 | 4.47% | 0.23 CHF | 0.24 CHF | 1'000'000 | 1'000'000 | 549'397 | 549'397 | 124'124 CHF | 129'639 CHF | 100.00% | 100.00% |
13.05.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 1'000'000 | 1'000'000 | 551'731 | 551'731 | 126'633 CHF | 132'171 CHF | 100.00% | 100.00% |
10.05.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 1'000'000 | 1'000'000 | 552'565 | 552'565 | 128'263 CHF | 133'810 CHF | 100.00% | 100.00% |
08.05.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 1'000'000 | 1'000'000 | 540'424 | 540'424 | 129'499 CHF | 134'925 CHF | 99.06% | 99.06% |
07.05.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 1'000'000 | 1'000'000 | 545'761 | 545'761 | 133'181 CHF | 138'663 CHF | 100.00% | 100.00% |
06.05.2024 | 4.32% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 547'933 | 547'933 | 129'899 CHF | 135'399 CHF | 100.00% | 100.00% |
03.05.2024 | 4.79% | 0.22 CHF | 0.23 CHF | 1'000'000 | 1'000'000 | 569'339 | 569'339 | 120'790 CHF | 126'504 CHF | 99.83% | 99.83% |
02.05.2024 | 5.15% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 573'854 | 573'854 | 111'877 CHF | 117'637 CHF | 99.98% | 99.98% |