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 | 1.14% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 999'837 | 999'837 | 871'103 CHF | 881'103 CHF | 99.41% | 99.41% |
07.05.2024 | 1.00% | 0.91 CHF | 0.92 CHF | 1'000'000 | 1'000'000 | 999'067 | 999'067 | 996'881 CHF | 1'006'880 CHF | 100.00% | 100.00% |
06.05.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 910'000 | 910'000 | 910'000 | 910'000 | 1'053'510 CHF | 1'062'610 CHF | 99.75% | 99.75% |
03.05.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 870'000 | 870'000 | 858'953 | 858'953 | 1'126'000 CHF | 1'134'660 CHF | 99.29% | 99.29% |
02.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 880'000 | 880'000 | 880'000 | 880'000 | 1'221'520 CHF | 1'230'320 CHF | 98.86% | 98.86% |
30.04.2024 | 0.78% | 1.41 CHF | 1.42 CHF | 1'000'000 | 1'000'000 | 999'439 | 999'439 | 1'280'810 CHF | 1'290'810 CHF | 99.73% | 99.73% |
29.04.2024 | 0.87% | 1.21 CHF | 1.22 CHF | 1'000'000 | 1'000'000 | 992'798 | 992'798 | 1'187'840 CHF | 1'197'770 CHF | 99.33% | 99.33% |
26.04.2024 | 0.79% | 1.19 CHF | 1.20 CHF | 900'000 | 900'000 | 895'106 | 895'106 | 1'142'040 CHF | 1'151'020 CHF | 98.55% | 98.55% |
25.04.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 970'000 | 970'000 | 970'000 | 970'000 | 1'375'330 CHF | 1'385'030 CHF | 99.95% | 99.95% |
24.04.2024 | 0.84% | 1.28 CHF | 1.29 CHF | 1'000'000 | 1'000'000 | 999'278 | 999'278 | 1'191'050 CHF | 1'201'050 CHF | 100.00% | 100.00% |