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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.28% | 39.03 % | 39.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'224 CHF | 98'474 CHF | 100.00% | 100.00% |
14.05.2024 | 1.34% | 37.80 % | 38.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 92'786 CHF | 94'036 CHF | 100.00% | 100.00% |
13.05.2024 | 1.40% | 35.75 % | 36.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 88'791 CHF | 90'041 CHF | 100.00% | 100.00% |
10.05.2024 | 1.38% | 35.82 % | 36.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 90'210 CHF | 91'460 CHF | 100.00% | 100.00% |
08.05.2024 | 1.43% | 34.72 % | 35.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 86'722 CHF | 87'972 CHF | 100.00% | 100.00% |
07.05.2024 | 1.41% | 35.31 % | 35.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 87'917 CHF | 89'167 CHF | 100.00% | 100.00% |
06.05.2024 | 1.43% | 34.70 % | 35.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 86'593 CHF | 87'843 CHF | 100.00% | 100.00% |
03.05.2024 | 1.43% | 34.49 % | 34.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 86'624 CHF | 87'874 CHF | 99.41% | 99.41% |
02.05.2024 | 1.49% | 32.95 % | 33.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 83'082 CHF | 84'332 CHF | 100.00% | 100.00% |
30.04.2024 | 1.54% | 32.52 % | 33.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 80'789 CHF | 82'039 CHF | 100.00% | 100.00% |