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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 1'000'000 | 1'000'000 | 998'278 | 998'278 | 552'904 CHF | 562'887 CHF | 99.94% | 99.94% |
30.04.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 522'131 CHF | 532'131 CHF | 100.00% | 100.00% |
29.04.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 519'259 CHF | 529'259 CHF | 100.00% | 100.00% |
26.04.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 1'000'000 | 1'000'000 | 998'828 | 998'828 | 535'100 CHF | 545'089 CHF | 100.00% | 100.00% |
25.04.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 575'158 CHF | 585'158 CHF | 100.00% | 100.00% |
24.04.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 541'188 CHF | 551'188 CHF | 100.00% | 100.00% |
23.04.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 1'000'000 | 1'000'000 | 998'902 | 998'902 | 579'762 CHF | 589'751 CHF | 100.00% | 100.00% |
22.04.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 1'000'000 | 1'000'000 | 998'846 | 998'846 | 600'677 CHF | 610'665 CHF | 100.00% | 100.00% |
19.04.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 577'587 CHF | 587'587 CHF | 100.00% | 100.00% |
18.04.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 1'000'000 | 1'000'000 | 999'135 | 999'135 | 544'676 CHF | 554'668 CHF | 100.00% | 100.00% |