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 | 2.61% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 501'160 | 501'160 | 196'921 CHF | 201'953 CHF | 99.06% | 99.06% |
07.05.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 500'394 | 500'394 | 199'055 CHF | 204'082 CHF | 100.00% | 100.00% |
06.05.2024 | 2.66% | 0.41 CHF | 0.42 CHF | 1'000'000 | 1'000'000 | 514'795 | 514'795 | 200'186 CHF | 205'354 CHF | 100.00% | 100.00% |
03.05.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 549'200 | 549'200 | 193'024 CHF | 198'536 CHF | 99.83% | 99.83% |
02.05.2024 | 3.13% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 572'778 | 572'778 | 185'510 CHF | 191'259 CHF | 100.00% | 100.00% |
30.04.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 526'724 | 526'724 | 193'208 CHF | 198'496 CHF | 99.99% | 99.99% |
29.04.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 515'725 | 515'725 | 187'708 CHF | 192'887 CHF | 100.00% | 100.00% |
26.04.2024 | 3.19% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 581'907 | 581'907 | 187'917 CHF | 193'757 CHF | 99.50% | 99.50% |
25.04.2024 | 3.83% | 0.28 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 587'602 | 587'602 | 158'059 CHF | 163'957 CHF | 98.25% | 98.25% |
24.04.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 576'944 | 576'944 | 176'641 CHF | 182'434 CHF | 99.95% | 99.95% |