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 | 1.30% | 0.80 CHF | 0.81 CHF | 1'000'000 | 1'000'000 | 998'660 | 998'660 | 765'573 CHF | 775'573 CHF | 100.00% | 100.00% |
15.05.2024 | 1.53% | 0.75 CHF | 0.76 CHF | 1'000'000 | 1'000'000 | 960'899 | 960'899 | 744'413 CHF | 754'251 CHF | 99.54% | 99.54% |
14.05.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 836'217 CHF | 846'217 CHF | 99.84% | 99.84% |
13.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 819'166 CHF | 829'166 CHF | 100.00% | 100.00% |
10.05.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 787'066 CHF | 797'066 CHF | 100.00% | 100.00% |
08.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 1'000'000 | 1'000'000 | 999'811 | 999'811 | 898'953 CHF | 908'953 CHF | 99.41% | 99.41% |
07.05.2024 | 1.02% | 0.92 CHF | 0.93 CHF | 1'000'000 | 1'000'000 | 999'093 | 999'093 | 980'130 CHF | 990'130 CHF | 100.00% | 100.00% |
06.05.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'088'180 CHF | 1'098'180 CHF | 99.75% | 99.75% |
03.05.2024 | 0.87% | 1.19 CHF | 1.20 CHF | 1'000'000 | 1'000'000 | 987'353 | 987'353 | 1'175'480 CHF | 1'185'440 CHF | 99.27% | 99.27% |
02.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'249'640 CHF | 1'259'640 CHF | 98.85% | 98.85% |