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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 1.69% | 0.55 CHF | 0.56 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 532'182 CHF | 541'182 CHF | 99.74% | 99.74% |
03.05.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 840'000 | 840'000 | 829'499 | 829'499 | 615'626 CHF | 623'991 CHF | 99.25% | 99.25% |
02.05.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 850'000 | 850'000 | 850'000 | 850'000 | 689'839 CHF | 698'339 CHF | 98.89% | 98.89% |
30.04.2024 | 1.42% | 0.83 CHF | 0.84 CHF | 1'000'000 | 1'000'000 | 999'403 | 999'403 | 702'583 CHF | 712'583 CHF | 99.71% | 99.71% |
29.04.2024 | 1.66% | 0.63 CHF | 0.64 CHF | 1'000'000 | 1'000'000 | 992'773 | 992'773 | 622'390 CHF | 632'323 CHF | 99.23% | 99.23% |
26.04.2024 | 1.42% | 0.63 CHF | 0.64 CHF | 880'000 | 880'000 | 875'300 | 875'300 | 622'732 CHF | 631'517 CHF | 98.51% | 98.51% |
25.04.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 846'400 CHF | 856'400 CHF | 100.00% | 100.00% |
24.04.2024 | 1.57% | 0.72 CHF | 0.73 CHF | 1'000'000 | 1'000'000 | 999'281 | 999'281 | 632'449 CHF | 642'449 CHF | 100.00% | 100.00% |
23.04.2024 | 1.32% | 0.67 CHF | 0.68 CHF | 850'000 | 850'000 | 850'000 | 850'000 | 643'681 CHF | 652'181 CHF | 99.49% | 99.49% |
22.04.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 790'000 | 790'000 | 789'624 | 789'624 | 779'007 CHF | 786'907 CHF | 100.00% | 100.00% |