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 | 1.73% | 0.52 CHF | 0.53 CHF | 1'000'000 | 1'000'000 | 999'089 | 999'089 | 575'018 CHF | 585'018 CHF | 100.00% | 100.00% |
06.05.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 697'250 CHF | 707'250 CHF | 99.74% | 99.74% |
03.05.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 1'000'000 | 1'000'000 | 987'412 | 987'412 | 790'887 CHF | 800'845 CHF | 99.28% | 99.28% |
02.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 861'187 CHF | 871'187 CHF | 98.90% | 98.90% |
30.04.2024 | 1.25% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 999'438 | 999'438 | 798'495 CHF | 808'495 CHF | 99.73% | 99.73% |
29.04.2024 | 1.38% | 0.76 CHF | 0.77 CHF | 1'000'000 | 1'000'000 | 992'770 | 992'770 | 746'928 CHF | 756'862 CHF | 99.24% | 99.24% |
26.04.2024 | 1.26% | 0.75 CHF | 0.76 CHF | 1'000'000 | 1'000'000 | 994'552 | 994'552 | 799'929 CHF | 809'911 CHF | 98.53% | 98.53% |
25.04.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 899'737 CHF | 909'737 CHF | 100.00% | 100.00% |
24.04.2024 | 1.33% | 0.80 CHF | 0.81 CHF | 1'000'000 | 1'000'000 | 999'286 | 999'286 | 746'295 CHF | 756'295 CHF | 100.00% | 100.00% |
23.04.2024 | 1.19% | 0.78 CHF | 0.79 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 838'008 CHF | 848'008 CHF | 99.50% | 99.50% |