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 | 1.35% | 0.53 CHF | 0.54 CHF | 750'000 | 750'000 | 749'665 | 749'664 | 559'134 CHF | 566'632 CHF | 100.00% | 100.00% |
06.05.2024 | 0.95% | 0.98 CHF | 0.99 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 788'555 CHF | 796'055 CHF | 99.72% | 99.72% |
03.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 970'180 CHF | 977'680 CHF | 99.45% | 99.45% |
02.05.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'038'560 CHF | 1'046'060 CHF | 99.57% | 99.57% |
30.04.2024 | 0.84% | 1.39 CHF | 1.40 CHF | 750'000 | 750'000 | 749'695 | 749'696 | 885'894 CHF | 893'395 CHF | 100.00% | 100.00% |
29.04.2024 | 1.06% | 1.01 CHF | 1.02 CHF | 750'000 | 750'000 | 744'544 | 744'544 | 732'643 CHF | 740'093 CHF | 99.59% | 99.59% |
26.04.2024 | 0.89% | 0.98 CHF | 0.99 CHF | 750'000 | 750'000 | 750'000 | 749'998 | 847'123 CHF | 854'621 CHF | 99.11% | 99.11% |
25.04.2024 | 0.75% | 1.40 CHF | 1.41 CHF | 750'000 | 750'000 | 749'939 | 749'939 | 1'001'540 CHF | 1'009'040 CHF | 99.95% | 99.95% |
24.04.2024 | 1.06% | 1.12 CHF | 1.13 CHF | 750'000 | 750'000 | 749'518 | 749'518 | 709'826 CHF | 717'326 CHF | 100.00% | 100.00% |
23.04.2024 | 0.86% | 1.01 CHF | 1.02 CHF | 750'000 | 750'000 | 749'915 | 749'915 | 873'943 CHF | 881'443 CHF | 100.00% | 100.00% |