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 | 0.87% | 0.88 CHF | 0.89 CHF | 750'000 | 750'000 | 749'521 | 749'506 | 861'638 CHF | 869'122 CHF | 100.00% | 100.00% |
06.05.2024 | 0.67% | 1.42 CHF | 1.43 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'119'800 CHF | 1'127'300 CHF | 99.72% | 99.72% |
03.05.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'314'180 CHF | 1'321'680 CHF | 99.40% | 99.40% |
02.05.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'389'150 CHF | 1'396'650 CHF | 99.58% | 99.58% |
30.04.2024 | 0.61% | 1.87 CHF | 1.88 CHF | 750'000 | 750'000 | 749'433 | 749'433 | 1'234'300 CHF | 1'241'800 CHF | 100.00% | 100.00% |
29.04.2024 | 0.73% | 1.46 CHF | 1.47 CHF | 750'000 | 750'000 | 744'625 | 744'625 | 1'058'940 CHF | 1'066'390 CHF | 99.58% | 99.58% |
26.04.2024 | 0.63% | 1.42 CHF | 1.43 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'186'440 CHF | 1'193'940 CHF | 99.12% | 99.12% |
25.04.2024 | 0.55% | 1.89 CHF | 1.90 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'368'920 CHF | 1'376'420 CHF | 100.00% | 100.00% |
24.04.2024 | 0.72% | 1.59 CHF | 1.60 CHF | 750'000 | 750'000 | 749'794 | 749'794 | 1'047'650 CHF | 1'055'150 CHF | 100.00% | 100.00% |
23.04.2024 | 0.61% | 1.47 CHF | 1.48 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'236'830 CHF | 1'244'330 CHF | 100.00% | 100.00% |