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 | 1.40% | 0.73 CHF | 0.74 CHF | 1'000'000 | 1'000'000 | 999'614 | 999'614 | 708'804 CHF | 718'804 CHF | 99.16% | 99.16% |
29.04.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 709'483 CHF | 719'483 CHF | 99.81% | 99.81% |
26.04.2024 | 1.42% | 0.75 CHF | 0.76 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 701'634 CHF | 711'634 CHF | 99.33% | 99.33% |
25.04.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 709'748 CHF | 719'748 CHF | 99.28% | 99.28% |
24.04.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 1'000'000 | 1'000'000 | 999'855 | 999'855 | 735'842 CHF | 745'842 CHF | 99.54% | 99.54% |
23.04.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 1'000'000 | 1'000'000 | 999'790 | 999'790 | 746'552 CHF | 756'552 CHF | 97.60% | 97.60% |
22.04.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 772'805 CHF | 782'805 CHF | 100.00% | 100.00% |
19.04.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 760'940 CHF | 770'940 CHF | 100.00% | 100.00% |
18.04.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 750'919 CHF | 760'919 CHF | 99.99% | 99.99% |
17.04.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 1'000'000 | 1'000'000 | 998'389 | 998'389 | 779'484 CHF | 789'484 CHF | 100.00% | 100.00% |