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 | 2.36% | 0.45 CHF | 0.46 CHF | 1'000'000 | 1'000'000 | 583'321 | 583'321 | 252'523 CHF | 258'395 CHF | 100.00% | 100.00% |
15.05.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 1'000'000 | 1'000'000 | 564'847 | 564'847 | 257'518 CHF | 263'218 CHF | 100.00% | 100.00% |
14.05.2024 | 2.37% | 0.48 CHF | 0.49 CHF | 1'000'000 | 1'000'000 | 593'819 | 593'819 | 258'017 CHF | 263'982 CHF | 99.99% | 99.99% |
13.05.2024 | 2.50% | 0.43 CHF | 0.44 CHF | 1'000'000 | 1'000'000 | 610'547 | 610'547 | 251'746 CHF | 257'879 CHF | 99.86% | 99.86% |
10.05.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 582'172 | 582'172 | 246'476 CHF | 252'324 CHF | 99.99% | 99.99% |
08.05.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 1'000'000 | 1'000'000 | 568'558 | 568'558 | 254'058 CHF | 259'772 CHF | 96.52% | 96.52% |
07.05.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 1'000'000 | 1'000'000 | 542'598 | 542'598 | 269'068 CHF | 274'520 CHF | 97.39% | 97.39% |
06.05.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 1'000'000 | 1'000'000 | 560'168 | 560'168 | 288'018 CHF | 293'642 CHF | 98.41% | 98.41% |
03.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 1'000'000 | 1'000'000 | 557'213 | 557'213 | 276'443 CHF | 282'040 CHF | 99.96% | 99.96% |
02.05.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 1'000'000 | 1'000'000 | 549'482 | 549'482 | 279'110 CHF | 284'629 CHF | 100.00% | 100.00% |