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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 900'000 | 900'000 | 897'615 | 897'615 | 993'360 CHF | 1'002'340 CHF | 100.00% | 100.00% |
13.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 995'505 CHF | 1'004'510 CHF | 100.00% | 100.00% |
10.05.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 988'614 CHF | 997'614 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 944'774 CHF | 953'774 CHF | 100.00% | 100.00% |
07.05.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 949'023 CHF | 958'023 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 1'000'000 | 912'500 | 1'000'000 | 912'500 | 993'817 CHF | 915'983 CHF | 100.00% | 100.00% |
03.05.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 1'000'000 | 912'500 | 997'023 | 909'859 | 905'530 CHF | 835'465 CHF | 100.00% | 100.00% |
02.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 1'000'000 | 912'500 | 995'658 | 908'648 | 812'687 CHF | 750'752 CHF | 99.93% | 99.93% |
30.04.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 1'000'000 | 912'500 | 1'000'000 | 912'500 | 947'675 CHF | 873'879 CHF | 100.00% | 100.00% |
29.04.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 1'000'000 | 912'500 | 1'000'000 | 912'500 | 958'547 CHF | 883'800 CHF | 100.00% | 100.00% |