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 | 1.78% | 0.54 CHF | 0.55 CHF | 1'000'000 | 1'000'000 | 999'039 | 999'039 | 559'109 CHF | 569'109 CHF | 100.00% | 100.00% |
15.05.2024 | 1.93% | 0.55 CHF | 0.56 CHF | 1'000'000 | 1'000'000 | 997'934 | 997'934 | 515'299 CHF | 525'299 CHF | 100.00% | 100.00% |
14.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 1'000'000 | 1'000'000 | 999'730 | 999'730 | 471'875 CHF | 481'875 CHF | 100.00% | 100.00% |
13.05.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 510'354 CHF | 520'354 CHF | 100.00% | 100.00% |
10.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 999'976 | 523'277 CHF | 533'264 CHF | 100.00% | 100.00% |
08.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 1'000'000 | 1'000'000 | 999'702 | 999'702 | 546'643 CHF | 556'643 CHF | 99.63% | 99.63% |
07.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 1'000'000 | 1'000'000 | 999'206 | 999'206 | 612'033 CHF | 622'033 CHF | 99.81% | 99.81% |
06.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 654'995 CHF | 664'995 CHF | 100.00% | 100.00% |
03.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 1'000'000 | 1'000'000 | 999'996 | 1'000'000 | 713'707 CHF | 723'709 CHF | 100.00% | 100.00% |
02.05.2024 | 1.68% | 0.66 CHF | 0.67 CHF | 1'000'000 | 1'000'000 | 999'703 | 999'968 | 590'639 CHF | 600'797 CHF | 99.99% | 99.99% |