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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 1'000'000 | 1'000'000 | 999'295 | 999'295 | 1'040'790 CHF | 1'050'790 CHF | 99.16% | 99.16% |
29.04.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 1'000'000 | 1'000'000 | 999'988 | 999'988 | 1'043'030 CHF | 1'053'030 CHF | 99.81% | 99.81% |
26.04.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'035'090 CHF | 1'045'090 CHF | 99.34% | 99.34% |
25.04.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'043'350 CHF | 1'053'350 CHF | 99.31% | 99.31% |
24.04.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 1'000'000 | 1'000'000 | 999'878 | 999'878 | 1'068'690 CHF | 1'078'690 CHF | 99.54% | 99.54% |
23.04.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 1'000'000 | 1'000'000 | 999'795 | 999'795 | 1'080'580 CHF | 1'090'580 CHF | 97.59% | 97.59% |
22.04.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'105'070 CHF | 1'115'070 CHF | 100.00% | 100.00% |
19.04.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'092'530 CHF | 1'102'530 CHF | 100.00% | 100.00% |
18.04.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'082'880 CHF | 1'092'880 CHF | 100.00% | 100.00% |
17.04.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 1'000'000 | 1'000'000 | 998'055 | 998'055 | 1'111'710 CHF | 1'121'710 CHF | 100.00% | 100.00% |