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 | 1.76% | 0.53 CHF | 0.54 CHF | 1'000'000 | 1'000'000 | 999'069 | 999'069 | 563'837 CHF | 573'837 CHF | 100.00% | 100.00% |
06.05.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 626'027 CHF | 636'027 CHF | 99.72% | 99.72% |
03.05.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 1'000'000 | 1'000'000 | 987'337 | 987'337 | 680'493 CHF | 690'450 CHF | 99.30% | 99.30% |
02.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 733'108 CHF | 743'108 CHF | 98.84% | 98.84% |
30.04.2024 | 1.42% | 0.75 CHF | 0.76 CHF | 1'000'000 | 1'000'000 | 999'425 | 999'425 | 699'863 CHF | 709'863 CHF | 99.74% | 99.74% |
29.04.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 1'000'000 | 1'000'000 | 992'776 | 992'776 | 669'524 CHF | 679'457 CHF | 99.16% | 99.16% |
26.04.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 1'000'000 | 1'000'000 | 994'512 | 994'512 | 706'681 CHF | 716'663 CHF | 98.55% | 98.55% |
25.04.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 780'715 CHF | 790'715 CHF | 99.99% | 99.99% |
24.04.2024 | 1.45% | 0.72 CHF | 0.73 CHF | 1'000'000 | 1'000'000 | 999'290 | 999'290 | 686'487 CHF | 696'487 CHF | 100.00% | 100.00% |
23.04.2024 | 1.35% | 0.70 CHF | 0.71 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 734'514 CHF | 744'514 CHF | 99.50% | 99.50% |