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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 2'085'910 CHF | 209'591 CHF | 99.27% | 99.27% |
06.05.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'527'950 CHF | 153'795 CHF | 99.27% | 99.27% |
03.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'455'970 CHF | 146'597 CHF | 99.14% | 99.14% |
02.05.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'423'810 CHF | 143'381 CHF | 99.18% | 99.18% |
30.04.2024 | 0.68% | 1.41 CHF | 1.42 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'461'620 CHF | 147'162 CHF | 99.27% | 99.27% |
29.04.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'537'850 CHF | 154'785 CHF | 99.18% | 99.18% |
26.04.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'501'420 CHF | 151'142 CHF | 99.25% | 99.25% |
25.04.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'539'200 CHF | 154'920 CHF | 98.34% | 98.34% |
24.04.2024 | 0.63% | 1.51 CHF | 1.52 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'587'280 CHF | 159'728 CHF | 99.24% | 99.24% |
23.04.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'681'370 CHF | 169'137 CHF | 99.27% | 99.27% |