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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 427'046 CHF | 109'261 CHF | 97.92% | 97.92% |
06.05.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 432'899 CHF | 110'725 CHF | 99.17% | 99.17% |
03.05.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 433'707 CHF | 110'927 CHF | 99.16% | 99.16% |
02.05.2024 | 2.34% | 0.40 CHF | 0.41 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 422'337 CHF | 108'084 CHF | 99.14% | 99.14% |
30.04.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 406'582 CHF | 104'145 CHF | 99.17% | 99.17% |
29.04.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 466'614 CHF | 119'154 CHF | 99.17% | 99.17% |
26.04.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 457'690 CHF | 116'923 CHF | 99.15% | 99.15% |
25.04.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 429'972 CHF | 109'993 CHF | 97.45% | 97.45% |
24.04.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 466'559 CHF | 119'140 CHF | 98.80% | 98.80% |
23.04.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 1'000'000 | 250'000 | 999'977 | 249'978 | 459'724 CHF | 117'424 CHF | 99.17% | 99.17% |