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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.35% | 37.46 % | 37.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 91'961 CHF | 93'211 CHF | 100.00% | 100.00% |
13.05.2024 | 1.41% | 35.44 % | 35.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 88'026 CHF | 89'276 CHF | 100.00% | 100.00% |
10.05.2024 | 1.39% | 35.51 % | 36.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 89'416 CHF | 90'666 CHF | 100.00% | 100.00% |
08.05.2024 | 1.44% | 34.40 % | 34.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 85'967 CHF | 87'217 CHF | 100.00% | 100.00% |
07.05.2024 | 1.42% | 35.00 % | 35.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 87'140 CHF | 88'390 CHF | 100.00% | 100.00% |
06.05.2024 | 1.45% | 34.40 % | 34.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 85'832 CHF | 87'082 CHF | 100.00% | 100.00% |
03.05.2024 | 1.45% | 34.18 % | 34.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 85'848 CHF | 87'098 CHF | 99.05% | 99.05% |
02.05.2024 | 1.51% | 32.66 % | 33.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 82'363 CHF | 83'613 CHF | 100.00% | 100.00% |
30.04.2024 | 1.55% | 32.24 % | 32.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 80'098 CHF | 81'348 CHF | 100.00% | 100.00% |
29.04.2024 | 1.56% | 32.20 % | 32.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 79'262 CHF | 80'512 CHF | 100.00% | 100.00% |