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 | 3.72% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 530'320 | 530'320 | 143'312 CHF | 148'638 CHF | 99.90% | 99.90% |
06.05.2024 | 3.92% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 547'926 | 547'926 | 143'804 CHF | 149'304 CHF | 100.00% | 100.00% |
03.05.2024 | 4.39% | 0.24 CHF | 0.25 CHF | 1'000'000 | 1'000'000 | 569'475 | 569'475 | 132'219 CHF | 137'934 CHF | 99.86% | 99.86% |
02.05.2024 | 4.81% | 0.22 CHF | 0.23 CHF | 1'000'000 | 1'000'000 | 573'811 | 573'811 | 120'036 CHF | 125'795 CHF | 99.97% | 99.97% |
30.04.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 1'000'000 | 1'000'000 | 561'693 | 561'693 | 137'447 CHF | 143'085 CHF | 99.99% | 99.99% |
29.04.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 1'000'000 | 1'000'000 | 547'344 | 547'344 | 133'447 CHF | 138'943 CHF | 99.94% | 99.94% |
26.04.2024 | 4.90% | 0.24 CHF | 0.25 CHF | 1'000'000 | 1'000'000 | 581'837 | 581'837 | 121'861 CHF | 127'700 CHF | 99.48% | 99.48% |
25.04.2024 | 6.20% | 0.18 CHF | 0.19 CHF | 1'000'000 | 1'000'000 | 587'646 | 587'646 | 97'160 CHF | 103'059 CHF | 98.24% | 98.24% |
24.04.2024 | 5.10% | 0.18 CHF | 0.19 CHF | 1'000'000 | 1'000'000 | 576'920 | 576'920 | 112'953 CHF | 118'745 CHF | 99.94% | 99.94% |
23.04.2024 | 5.93% | 0.18 CHF | 0.19 CHF | 1'000'000 | 1'000'000 | 588'394 | 588'394 | 100'286 CHF | 106'191 CHF | 100.00% | 100.00% |