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 | 0.95% | 84.33 % | 85.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'760 CHF | 211'760 CHF | 100.00% | 100.00% |
06.05.2024 | 0.96% | 83.48 % | 84.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'424 CHF | 210'424 CHF | 100.00% | 100.00% |
03.05.2024 | 0.96% | 83.03 % | 83.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'677 CHF | 208'677 CHF | 99.42% | 99.42% |
02.05.2024 | 0.95% | 82.44 % | 83.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'399 CHF | 211'399 CHF | 100.00% | 100.00% |
30.04.2024 | 0.94% | 85.17 % | 85.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'900 CHF | 213'900 CHF | 99.99% | 99.99% |
29.04.2024 | 0.93% | 85.71 % | 86.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'072 CHF | 217'072 CHF | 100.00% | 100.00% |
26.04.2024 | 0.93% | 85.49 % | 86.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'987 CHF | 214'987 CHF | 100.00% | 100.00% |
25.04.2024 | 0.93% | 84.95 % | 85.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'074 CHF | 216'074 CHF | 100.00% | 100.00% |
24.04.2024 | 0.92% | 86.51 % | 87.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'255 CHF | 219'255 CHF | 100.00% | 100.00% |
23.04.2024 | 0.87% | 91.02 % | 91.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'292 CHF | 230'292 CHF | 100.00% | 100.00% |