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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'674'800 CHF | 168'480 CHF | 99.27% | 99.27% |
07.05.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'837'350 CHF | 184'735 CHF | 99.27% | 99.27% |
06.05.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'291'350 CHF | 130'135 CHF | 99.27% | 99.27% |
03.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'222'410 CHF | 123'241 CHF | 99.14% | 99.14% |
02.05.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'192'270 CHF | 120'227 CHF | 99.19% | 99.19% |
30.04.2024 | 0.81% | 1.18 CHF | 1.19 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'229'470 CHF | 123'947 CHF | 99.27% | 99.27% |
29.04.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'277'850 CHF | 128'785 CHF | 99.18% | 99.18% |
26.04.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'251'250 CHF | 126'125 CHF | 99.25% | 99.25% |
25.04.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'289'050 CHF | 129'905 CHF | 98.34% | 98.34% |
24.04.2024 | 0.75% | 1.26 CHF | 1.27 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'336'580 CHF | 134'658 CHF | 99.25% | 99.25% |