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 | 1.10% | 45.54 % | 46.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 113'322 CHF | 114'572 CHF | 100.00% | 100.00% |
06.05.2024 | 1.10% | 45.14 % | 45.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 112'870 CHF | 114'120 CHF | 100.00% | 100.00% |
03.05.2024 | 1.11% | 44.75 % | 45.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 111'678 CHF | 112'928 CHF | 99.51% | 99.51% |
02.05.2024 | 1.10% | 44.56 % | 45.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 112'932 CHF | 114'182 CHF | 100.00% | 100.00% |
30.04.2024 | 1.08% | 46.34 % | 46.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 115'548 CHF | 116'798 CHF | 100.00% | 100.00% |
29.04.2024 | 1.07% | 46.64 % | 47.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 116'698 CHF | 117'948 CHF | 100.00% | 100.00% |
26.04.2024 | 1.08% | 46.17 % | 46.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 115'020 CHF | 116'270 CHF | 100.00% | 100.00% |
25.04.2024 | 1.07% | 46.09 % | 46.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 116'238 CHF | 117'488 CHF | 100.00% | 100.00% |
24.04.2024 | 1.05% | 47.06 % | 47.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 118'200 CHF | 119'450 CHF | 100.00% | 100.00% |
23.04.2024 | 1.01% | 48.69 % | 49.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 122'584 CHF | 123'834 CHF | 100.00% | 100.00% |