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 | 1.23% | 0.81 CHF | 0.82 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 805'718 CHF | 815'718 CHF | 100.00% | 100.00% |
30.04.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 999'614 | 999'614 | 795'643 CHF | 805'643 CHF | 99.16% | 99.16% |
29.04.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 1'000'000 | 1'000'000 | 999'999 | 999'999 | 795'539 CHF | 805'539 CHF | 99.81% | 99.81% |
26.04.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 788'250 CHF | 798'250 CHF | 99.35% | 99.35% |
25.04.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 796'822 CHF | 806'822 CHF | 99.29% | 99.29% |
24.04.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 1'000'000 | 1'000'000 | 999'855 | 999'855 | 820'900 CHF | 830'900 CHF | 99.54% | 99.54% |
23.04.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 1'000'000 | 1'000'000 | 999'797 | 999'797 | 833'296 CHF | 843'296 CHF | 97.60% | 97.60% |
22.04.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 859'276 CHF | 869'276 CHF | 100.00% | 100.00% |
19.04.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 847'397 CHF | 857'397 CHF | 100.00% | 100.00% |
18.04.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 837'525 CHF | 847'525 CHF | 100.00% | 100.00% |