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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 1'000'000 | 1'000'000 | 997'063 | 997'063 | 1'343'290 CHF | 1'353'260 CHF | 100.00% | 100.00% |
13.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'337'100 CHF | 1'347'100 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'336'660 CHF | 1'346'660 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'390'850 CHF | 1'400'850 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'385'860 CHF | 1'395'860 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'425'770 CHF | 1'435'770 CHF | 100.00% | 100.00% |
03.05.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 900'000 | 900'000 | 897'042 | 897'042 | 1'333'380 CHF | 1'342'350 CHF | 100.00% | 100.00% |
02.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 900'000 | 900'000 | 895'303 | 895'303 | 1'389'220 CHF | 1'398'180 CHF | 99.94% | 99.94% |
30.04.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 1'336'020 CHF | 1'345'020 CHF | 100.00% | 100.00% |
29.04.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 1'328'290 CHF | 1'337'290 CHF | 100.00% | 100.00% |