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 | 2.33% | 0.39 CHF | 0.40 CHF | 1'000'000 | 500'000 | 1'000'000 | 416'423 | 424'452 CHF | 180'323 CHF | 98.58% | 98.58% |
06.05.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 453'335 CHF | 185'334 CHF | 98.94% | 98.94% |
03.05.2024 | 2.19% | 0.42 CHF | 0.43 CHF | 1'000'000 | 400'000 | 1'000'000 | 399'976 | 451'615 CHF | 184'635 CHF | 94.67% | 94.67% |
02.05.2024 | 2.29% | 0.47 CHF | 0.48 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 431'380 CHF | 176'552 CHF | 98.70% | 98.70% |
30.04.2024 | 2.26% | 0.40 CHF | 0.41 CHF | 1'000'000 | 500'000 | 1'000'000 | 402'252 | 437'684 CHF | 180'001 CHF | 99.10% | 99.10% |
29.04.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 1'000'000 | 400'000 | 999'939 | 400'000 | 508'557 CHF | 207'435 CHF | 98.72% | 98.72% |
26.04.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 491'874 CHF | 200'750 CHF | 96.82% | 96.82% |
25.04.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 480'133 CHF | 196'053 CHF | 95.63% | 95.63% |
24.04.2024 | 1.75% | 0.53 CHF | 0.54 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 567'855 CHF | 231'142 CHF | 94.33% | 94.33% |
23.04.2024 | 1.94% | 0.57 CHF | 0.58 CHF | 1'000'000 | 400'000 | 999'677 | 400'000 | 511'259 CHF | 208'573 CHF | 93.22% | 93.22% |