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 | 0.45% | 1.97 CHF | 1.98 CHF | 750'000 | 750'000 | 749'508 | 749'508 | 1'674'780 CHF | 1'682'280 CHF | 100.00% | 100.00% |
06.05.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'930'410 CHF | 1'937'910 CHF | 99.72% | 99.72% |
03.05.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'134'860 CHF | 2'142'360 CHF | 99.42% | 99.42% |
02.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'211'510 CHF | 2'219'010 CHF | 99.61% | 99.61% |
30.04.2024 | 0.36% | 2.98 CHF | 2.99 CHF | 750'000 | 750'000 | 749'432 | 749'432 | 2'058'590 CHF | 2'066'090 CHF | 99.99% | 99.99% |
29.04.2024 | 0.41% | 2.56 CHF | 2.57 CHF | 750'000 | 750'000 | 744'649 | 744'649 | 1'877'820 CHF | 1'885'280 CHF | 99.63% | 99.63% |
26.04.2024 | 0.37% | 2.52 CHF | 2.53 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'012'580 CHF | 2'020'080 CHF | 99.10% | 99.10% |
25.04.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'195'700 CHF | 2'203'200 CHF | 99.99% | 99.99% |
24.04.2024 | 0.40% | 2.69 CHF | 2.70 CHF | 750'000 | 750'000 | 749'836 | 749'836 | 1'872'400 CHF | 1'879'900 CHF | 100.00% | 100.00% |
23.04.2024 | 0.36% | 2.57 CHF | 2.58 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'058'410 CHF | 2'065'910 CHF | 100.00% | 100.00% |