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 | 0.72% | 1.39 CHF | 1.40 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'390'850 CHF | 1'400'850 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'385'860 CHF | 1'395'860 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'425'770 CHF | 1'435'770 CHF | 100.00% | 100.00% |
03.05.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 900'000 | 900'000 | 897'042 | 897'042 | 1'333'380 CHF | 1'342'350 CHF | 100.00% | 100.00% |
02.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 900'000 | 900'000 | 895'303 | 895'303 | 1'389'220 CHF | 1'398'180 CHF | 99.94% | 99.94% |
30.04.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 1'336'020 CHF | 1'345'020 CHF | 100.00% | 100.00% |
29.04.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 1'328'290 CHF | 1'337'290 CHF | 100.00% | 100.00% |
26.04.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 900'000 | 900'000 | 896'666 | 896'666 | 1'345'930 CHF | 1'354'890 CHF | 100.00% | 100.00% |
25.04.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 1'416'760 CHF | 1'425'760 CHF | 100.00% | 100.00% |
24.04.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 1'364'300 CHF | 1'373'300 CHF | 100.00% | 100.00% |