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 | 1.78% | 0.36 CHF | 0.37 CHF | 750'000 | 750'000 | 749'693 | 749'658 | 426'368 CHF | 433'850 CHF | 100.00% | 100.00% |
06.05.2024 | 1.16% | 0.80 CHF | 0.81 CHF | 750'000 | 750'000 | 750'000 | 749'981 | 648'224 CHF | 655'710 CHF | 99.72% | 99.72% |
03.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 826'621 CHF | 834'121 CHF | 99.43% | 99.43% |
02.05.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 893'729 CHF | 901'229 CHF | 99.56% | 99.56% |
30.04.2024 | 1.00% | 1.20 CHF | 1.21 CHF | 750'000 | 750'000 | 749'692 | 749'702 | 746'016 CHF | 753'527 CHF | 100.00% | 100.00% |
29.04.2024 | 1.30% | 0.84 CHF | 0.85 CHF | 750'000 | 750'000 | 744'540 | 744'520 | 600'002 CHF | 607'437 CHF | 99.59% | 99.59% |
26.04.2024 | 1.06% | 0.80 CHF | 0.81 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 707'244 CHF | 714'744 CHF | 99.12% | 99.12% |
25.04.2024 | 0.88% | 1.21 CHF | 1.22 CHF | 750'000 | 750'000 | 749'917 | 749'929 | 859'455 CHF | 866'972 CHF | 99.99% | 99.99% |
24.04.2024 | 1.30% | 0.93 CHF | 0.94 CHF | 750'000 | 750'000 | 749'519 | 749'525 | 575'359 CHF | 582'864 CHF | 100.00% | 100.00% |
23.04.2024 | 1.02% | 0.83 CHF | 0.84 CHF | 750'000 | 750'000 | 749'910 | 749'912 | 736'318 CHF | 743'820 CHF | 100.00% | 100.00% |