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 | 0.84% | 83.44 % | 84.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 125'013 CHF | 126'063 CHF | 100.00% | 100.00% |
07.05.2024 | 0.85% | 82.91 % | 83.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 123'520 CHF | 124'570 CHF | 100.00% | 100.00% |
06.05.2024 | 0.85% | 81.97 % | 82.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 123'134 CHF | 124'184 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 81.59 % | 82.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 122'005 CHF | 123'055 CHF | 100.00% | 100.00% |
02.05.2024 | 0.85% | 80.60 % | 81.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 122'380 CHF | 123'430 CHF | 99.99% | 99.99% |
30.04.2024 | 0.85% | 81.91 % | 82.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 123'021 CHF | 124'071 CHF | 100.00% | 100.00% |
29.04.2024 | 0.84% | 82.26 % | 82.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 123'879 CHF | 124'929 CHF | 100.00% | 100.00% |
26.04.2024 | 0.85% | 82.36 % | 83.06 % | 150'000 | 150'000 | 149'991 | 150'000 | 123'009 CHF | 124'067 CHF | 97.84% | 97.84% |
25.04.2024 | 0.86% | 81.36 % | 82.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 122'050 CHF | 123'100 CHF | 99.96% | 99.96% |
24.04.2024 | 0.84% | 82.58 % | 83.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 124'238 CHF | 125'288 CHF | 100.00% | 100.00% |