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 | 3.62% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 540'415 | 540'415 | 151'881 CHF | 157'307 CHF | 99.06% | 99.06% |
07.05.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 545'895 | 545'895 | 155'940 CHF | 161'422 CHF | 99.99% | 99.99% |
06.05.2024 | 3.70% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 547'930 | 547'930 | 151'999 CHF | 157'499 CHF | 100.00% | 100.00% |
03.05.2024 | 4.07% | 0.26 CHF | 0.27 CHF | 1'000'000 | 1'000'000 | 569'341 | 569'341 | 142'564 CHF | 148'278 CHF | 99.84% | 99.84% |
02.05.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 1'000'000 | 1'000'000 | 573'900 | 573'900 | 132'288 CHF | 138'049 CHF | 99.99% | 99.99% |
30.04.2024 | 3.87% | 0.26 CHF | 0.27 CHF | 1'000'000 | 1'000'000 | 561'649 | 561'649 | 147'623 CHF | 153'261 CHF | 100.00% | 100.00% |
29.04.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 1'000'000 | 1'000'000 | 547'518 | 547'518 | 143'016 CHF | 148'514 CHF | 99.99% | 99.99% |
26.04.2024 | 4.49% | 0.26 CHF | 0.27 CHF | 1'000'000 | 1'000'000 | 581'891 | 581'891 | 132'933 CHF | 138'772 CHF | 99.50% | 99.50% |
25.04.2024 | 5.47% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 587'739 | 587'739 | 109'979 CHF | 115'879 CHF | 98.26% | 98.26% |
24.04.2024 | 4.66% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 576'952 | 576'952 | 124'140 CHF | 129'932 CHF | 99.95% | 99.95% |