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 | 2.71% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 999'837 | 999'837 | 364'401 CHF | 374'401 CHF | 99.44% | 99.44% |
07.05.2024 | 2.40% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 999'065 | 999'065 | 413'339 CHF | 423'339 CHF | 100.00% | 100.00% |
06.05.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 489'861 CHF | 499'861 CHF | 99.74% | 99.74% |
03.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 1'000'000 | 1'000'000 | 987'251 | 987'251 | 559'316 CHF | 569'273 CHF | 99.31% | 99.31% |
02.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 616'326 CHF | 626'326 CHF | 98.90% | 98.90% |
30.04.2024 | 1.72% | 0.64 CHF | 0.65 CHF | 1'000'000 | 1'000'000 | 999'403 | 999'403 | 576'452 CHF | 586'452 CHF | 99.73% | 99.73% |
29.04.2024 | 1.90% | 0.55 CHF | 0.56 CHF | 1'000'000 | 1'000'000 | 992'783 | 992'783 | 541'331 CHF | 551'265 CHF | 99.23% | 99.23% |
26.04.2024 | 1.69% | 0.55 CHF | 0.56 CHF | 1'000'000 | 1'000'000 | 994'500 | 994'500 | 591'800 CHF | 601'782 CHF | 98.53% | 98.53% |
25.04.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 676'517 CHF | 686'517 CHF | 100.00% | 100.00% |
24.04.2024 | 1.78% | 0.60 CHF | 0.61 CHF | 1'000'000 | 1'000'000 | 999'288 | 999'288 | 558'382 CHF | 568'382 CHF | 100.00% | 100.00% |