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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'909'680 CHF | 2'919'680 CHF | 100.00% | 100.00% |
30.04.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 1'000'000 | 1'000'000 | 999'403 | 999'403 | 2'997'340 CHF | 3'007'340 CHF | 100.00% | 100.00% |
29.04.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'954'290 CHF | 2'964'290 CHF | 99.84% | 99.84% |
26.04.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'981'290 CHF | 2'991'290 CHF | 99.40% | 99.40% |
25.04.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'940'380 CHF | 2'950'380 CHF | 100.00% | 100.00% |
24.04.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 1'000'000 | 1'000'000 | 999'872 | 999'872 | 2'912'570 CHF | 2'922'570 CHF | 99.55% | 99.55% |
23.04.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'898'670 CHF | 2'908'670 CHF | 100.00% | 100.00% |
22.04.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'896'880 CHF | 2'906'880 CHF | 100.00% | 100.00% |
19.04.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'878'210 CHF | 2'888'210 CHF | 100.00% | 100.00% |
18.04.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'877'970 CHF | 2'887'970 CHF | 100.00% | 100.00% |