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 | 1.39% | 0.47 CHF | 0.48 CHF | 750'000 | 750'000 | 749'511 | 749'385 | 547'963 CHF | 555'365 CHF | 100.00% | 100.00% |
06.05.2024 | 0.93% | 1.00 CHF | 1.01 CHF | 750'000 | 750'000 | 750'000 | 749'982 | 808'076 CHF | 815'556 CHF | 99.72% | 99.72% |
03.05.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'016'280 CHF | 1'023'780 CHF | 99.39% | 99.39% |
02.05.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 750'000 | 750'000 | 749'999 | 750'000 | 1'090'730 CHF | 1'098'230 CHF | 99.57% | 99.57% |
30.04.2024 | 0.80% | 1.48 CHF | 1.49 CHF | 750'000 | 750'000 | 749'345 | 749'386 | 933'880 CHF | 941'430 CHF | 99.99% | 99.99% |
29.04.2024 | 1.02% | 1.06 CHF | 1.07 CHF | 750'000 | 750'000 | 744'621 | 744'623 | 760'538 CHF | 767'991 CHF | 99.64% | 99.64% |
26.04.2024 | 0.85% | 1.02 CHF | 1.03 CHF | 750'000 | 750'000 | 750'000 | 749'934 | 888'812 CHF | 896'231 CHF | 98.80% | 98.80% |
25.04.2024 | 0.70% | 1.49 CHF | 1.50 CHF | 750'000 | 750'000 | 749'945 | 750'000 | 1'071'720 CHF | 1'079'290 CHF | 99.96% | 99.96% |
24.04.2024 | 1.00% | 1.19 CHF | 1.20 CHF | 750'000 | 750'000 | 749'830 | 749'834 | 747'358 CHF | 754'862 CHF | 100.00% | 100.00% |
23.04.2024 | 0.80% | 1.07 CHF | 1.08 CHF | 750'000 | 750'000 | 749'886 | 749'747 | 941'113 CHF | 948'453 CHF | 100.00% | 100.00% |