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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 1'000'000 | 400'000 | 996'705 | 396'705 | 383'678 CHF | 156'664 CHF | 99.35% | 99.35% |
07.05.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 361'317 CHF | 148'527 CHF | 94.63% | 94.63% |
06.05.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 399'994 | 340'337 CHF | 140'133 CHF | 99.37% | 99.37% |
03.05.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 312'546 CHF | 129'018 CHF | 99.36% | 99.36% |
02.05.2024 | 2.78% | 0.30 CHF | 0.31 CHF | 1'000'000 | 400'000 | 1'000'000 | 399'974 | 355'731 CHF | 146'284 CHF | 99.36% | 99.36% |
30.04.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 1'000'000 | 400'000 | 1'000'000 | 399'984 | 371'926 CHF | 152'764 CHF | 99.36% | 99.36% |
29.04.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 1'000'000 | 400'000 | 961'814 | 361'814 | 388'389 CHF | 149'572 CHF | 85.52% | 85.52% |
26.04.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 379'565 CHF | 155'826 CHF | 99.36% | 99.36% |
25.04.2024 | 2.56% | 0.37 CHF | 0.38 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 386'127 CHF | 158'451 CHF | 99.36% | 99.36% |
24.04.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 1'000'000 | 400'000 | 937'085 | 337'006 | 393'587 CHF | 144'595 CHF | 99.36% | 99.36% |