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 | 1.11% | 0.90 CHF | 0.91 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 893'426 CHF | 903'426 CHF | 100.00% | 100.00% |
30.04.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 1'000'000 | 1'000'000 | 999'602 | 999'602 | 882'567 CHF | 892'567 CHF | 99.16% | 99.16% |
29.04.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 883'440 CHF | 893'440 CHF | 99.81% | 99.81% |
26.04.2024 | 1.14% | 0.92 CHF | 0.93 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 876'219 CHF | 886'219 CHF | 99.35% | 99.35% |
25.04.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 884'808 CHF | 894'808 CHF | 99.31% | 99.31% |
24.04.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 1'000'000 | 1'000'000 | 999'861 | 999'861 | 909'256 CHF | 919'256 CHF | 99.54% | 99.54% |
23.04.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 1'000'000 | 1'000'000 | 999'800 | 999'800 | 921'718 CHF | 931'718 CHF | 97.60% | 97.60% |
22.04.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 946'743 CHF | 956'743 CHF | 99.99% | 99.99% |
19.04.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 934'742 CHF | 944'742 CHF | 100.00% | 100.00% |
18.04.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 924'928 CHF | 934'928 CHF | 99.99% | 99.99% |