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 | 0.88% | 1.13 CHF | 1.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'127'000 CHF | 1'137'000 CHF | 100.00% | 100.00% |
30.04.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 1'000'000 | 1'000'000 | 999'260 | 999'260 | 1'116'600 CHF | 1'126'600 CHF | 99.16% | 99.16% |
29.04.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'116'720 CHF | 1'126'720 CHF | 99.81% | 99.81% |
26.04.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'109'260 CHF | 1'119'260 CHF | 99.34% | 99.34% |
25.04.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'118'820 CHF | 1'128'820 CHF | 99.30% | 99.30% |
24.04.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 1'000'000 | 1'000'000 | 999'883 | 999'883 | 1'143'140 CHF | 1'153'140 CHF | 99.54% | 99.54% |
23.04.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 1'000'000 | 1'000'000 | 999'797 | 999'797 | 1'154'930 CHF | 1'164'930 CHF | 97.59% | 97.59% |
22.04.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'180'130 CHF | 1'190'130 CHF | 100.00% | 100.00% |
19.04.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'168'150 CHF | 1'178'150 CHF | 100.00% | 100.00% |
18.04.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'157'690 CHF | 1'167'690 CHF | 100.00% | 100.00% |