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 | 2.26% | 0.44 CHF | 0.45 CHF | 1'000'000 | 1'000'000 | 999'853 | 999'853 | 437'667 CHF | 447'667 CHF | 99.44% | 99.44% |
07.05.2024 | 1.99% | 0.46 CHF | 0.47 CHF | 1'000'000 | 1'000'000 | 999'090 | 999'090 | 498'892 CHF | 508'892 CHF | 100.00% | 100.00% |
06.05.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 583'361 CHF | 593'361 CHF | 99.72% | 99.72% |
03.05.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 1'000'000 | 1'000'000 | 987'285 | 987'285 | 663'803 CHF | 673'761 CHF | 99.31% | 99.31% |
02.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 725'943 CHF | 735'943 CHF | 98.90% | 98.90% |
30.04.2024 | 1.48% | 0.74 CHF | 0.75 CHF | 1'000'000 | 1'000'000 | 999'438 | 999'438 | 673'589 CHF | 683'589 CHF | 99.74% | 99.74% |
29.04.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 1'000'000 | 1'000'000 | 992'781 | 992'781 | 630'252 CHF | 640'185 CHF | 99.21% | 99.21% |
26.04.2024 | 1.48% | 0.64 CHF | 0.65 CHF | 1'000'000 | 1'000'000 | 994'565 | 994'565 | 678'832 CHF | 688'814 CHF | 98.55% | 98.55% |
25.04.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 771'954 CHF | 781'954 CHF | 100.00% | 100.00% |
24.04.2024 | 1.54% | 0.69 CHF | 0.70 CHF | 1'000'000 | 1'000'000 | 999'286 | 999'286 | 644'320 CHF | 654'320 CHF | 100.00% | 100.00% |