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 | 0.76% | 45.85 % | 46.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 228'396 CHF | 46'029 CHF | 99.37% | 99.37% |
14.05.2024 | 0.79% | 44.50 % | 44.85 % | 500'000 | 100'000 | 500'000 | 100'000 | 218'589 CHF | 44'065 CHF | 99.38% | 99.38% |
13.05.2024 | 0.71% | 42.25 % | 42.55 % | 500'000 | 100'000 | 500'000 | 100'000 | 209'906 CHF | 42'281 CHF | 98.65% | 98.65% |
10.05.2024 | 0.70% | 42.40 % | 42.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 213'341 CHF | 42'970 CHF | 99.37% | 99.37% |
08.05.2024 | 0.73% | 41.15 % | 41.45 % | 500'000 | 100'000 | 500'000 | 100'000 | 205'697 CHF | 41'440 CHF | 99.38% | 99.38% |
07.05.2024 | 0.72% | 42.00 % | 42.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 209'000 CHF | 42'100 CHF | 99.38% | 99.38% |
06.05.2024 | 0.72% | 41.30 % | 41.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 206'270 CHF | 41'554 CHF | 99.38% | 99.38% |
03.05.2024 | 0.72% | 41.10 % | 41.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 206'699 CHF | 41'640 CHF | 99.36% | 99.36% |
02.05.2024 | 0.75% | 39.45 % | 39.75 % | 500'000 | 100'000 | 500'000 | 100'000 | 198'833 CHF | 40'067 CHF | 99.38% | 99.38% |
30.04.2024 | 0.77% | 39.05 % | 39.35 % | 500'000 | 100'000 | 500'000 | 100'000 | 193'983 CHF | 39'097 CHF | 99.38% | 99.38% |