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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.59% | 0.42 CHF | 0.43 CHF | 1'000'000 | 1'000'000 | 607'505 | 607'505 | 239'888 CHF | 245'990 CHF | 100.00% | 100.00% |
16.05.2024 | 2.63% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 611'372 | 611'372 | 237'299 CHF | 243'453 CHF | 100.00% | 100.00% |
15.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 590'369 | 590'369 | 242'033 CHF | 247'991 CHF | 100.00% | 100.00% |
14.05.2024 | 2.64% | 0.43 CHF | 0.44 CHF | 1'000'000 | 1'000'000 | 621'716 | 621'716 | 241'942 CHF | 248'186 CHF | 100.00% | 100.00% |
13.05.2024 | 2.79% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 639'589 | 639'589 | 235'418 CHF | 241'842 CHF | 99.86% | 99.86% |
10.05.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 605'285 | 605'285 | 229'660 CHF | 235'740 CHF | 100.00% | 100.00% |
08.05.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 593'235 | 593'235 | 238'773 CHF | 244'736 CHF | 96.51% | 96.51% |
07.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 1'000'000 | 1'000'000 | 562'320 | 562'320 | 252'972 CHF | 258'621 CHF | 97.37% | 97.37% |
06.05.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 1'000'000 | 1'000'000 | 580'271 | 580'271 | 270'712 CHF | 276'537 CHF | 98.41% | 98.41% |
03.05.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 1'000'000 | 1'000'000 | 576'003 | 576'003 | 258'969 CHF | 264'754 CHF | 99.97% | 99.97% |