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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 970'962 CHF | 980'962 CHF | 99.29% | 99.29% |
24.04.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 1'000'000 | 1'000'000 | 999'879 | 999'879 | 997'537 CHF | 1'007'540 CHF | 99.54% | 99.54% |
23.04.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 1'000'000 | 1'000'000 | 999'795 | 999'795 | 1'008'060 CHF | 1'018'060 CHF | 97.59% | 97.59% |
22.04.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'033'550 CHF | 1'043'550 CHF | 100.00% | 100.00% |
19.04.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'021'420 CHF | 1'031'420 CHF | 100.00% | 100.00% |
18.04.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'011'030 CHF | 1'021'030 CHF | 100.00% | 100.00% |
17.04.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 1'000'000 | 1'000'000 | 998'049 | 998'049 | 1'039'970 CHF | 1'049'970 CHF | 100.00% | 100.00% |
16.04.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 1'000'000 | 1'000'000 | 998'247 | 998'247 | 1'051'970 CHF | 1'061'970 CHF | 99.81% | 99.81% |
15.04.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 1'000'000 | 1'000'000 | 999'768 | 999'768 | 1'035'580 CHF | 1'045'580 CHF | 99.36% | 99.36% |
12.04.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'032'980 CHF | 1'042'980 CHF | 100.00% | 100.00% |