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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 790'406 CHF | 800'406 CHF | 100.00% | 100.00% |
10.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 786'812 CHF | 796'812 CHF | 100.00% | 100.00% |
08.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 826'726 CHF | 836'726 CHF | 100.00% | 100.00% |
07.05.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 861'693 CHF | 871'693 CHF | 100.00% | 100.00% |
06.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 889'237 CHF | 899'237 CHF | 100.00% | 100.00% |
03.05.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 1'000'000 | 1'000'000 | 995'700 | 995'700 | 908'761 CHF | 918'718 CHF | 100.00% | 100.00% |
02.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 1'000'000 | 1'000'000 | 991'345 | 991'345 | 920'962 CHF | 930'875 CHF | 99.94% | 99.94% |
30.04.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 892'174 CHF | 902'174 CHF | 100.00% | 100.00% |
29.04.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 864'927 CHF | 874'927 CHF | 100.00% | 100.00% |
26.04.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 1'000'000 | 1'000'000 | 997'860 | 997'860 | 879'655 CHF | 889'634 CHF | 100.00% | 100.00% |