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 | 0.68% | 1.20 CHF | 1.21 CHF | 750'000 | 750'000 | 749'506 | 749'496 | 1'098'950 CHF | 1'106'430 CHF | 100.00% | 100.00% |
06.05.2024 | 0.55% | 1.73 CHF | 1.74 CHF | 750'000 | 750'000 | 750'000 | 749'989 | 1'354'210 CHF | 1'361'680 CHF | 99.72% | 99.72% |
03.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'552'880 CHF | 1'560'380 CHF | 99.42% | 99.42% |
02.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'623'740 CHF | 1'631'240 CHF | 99.57% | 99.57% |
30.04.2024 | 0.51% | 2.19 CHF | 2.20 CHF | 750'000 | 750'000 | 749'384 | 749'384 | 1'470'370 CHF | 1'477'870 CHF | 100.00% | 100.00% |
29.04.2024 | 0.60% | 1.78 CHF | 1.79 CHF | 750'000 | 750'000 | 744'632 | 744'632 | 1'293'590 CHF | 1'301'040 CHF | 99.59% | 99.59% |
26.04.2024 | 0.53% | 1.73 CHF | 1.74 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'423'400 CHF | 1'430'900 CHF | 99.13% | 99.13% |
25.04.2024 | 0.47% | 2.20 CHF | 2.21 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'605'860 CHF | 1'613'360 CHF | 99.96% | 99.96% |
24.04.2024 | 0.58% | 1.91 CHF | 1.92 CHF | 750'000 | 750'000 | 749'829 | 749'829 | 1'284'030 CHF | 1'291'530 CHF | 100.00% | 100.00% |
23.04.2024 | 0.51% | 1.79 CHF | 1.80 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'474'490 CHF | 1'481'990 CHF | 100.00% | 100.00% |