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 | 0.97% | 51.84 % | 52.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 257'578 CHF | 260'078 CHF | 85.67% | 85.67% |
14.05.2024 | 1.01% | 50.28 % | 50.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 246'033 CHF | 248'533 CHF | 99.77% | 99.77% |
13.05.2024 | 1.06% | 47.45 % | 47.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 235'522 CHF | 238'022 CHF | 100.00% | 100.00% |
10.05.2024 | 1.03% | 47.72 % | 48.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 240'659 CHF | 243'159 CHF | 100.00% | 100.00% |
08.05.2024 | 1.07% | 46.54 % | 47.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 232'294 CHF | 234'794 CHF | 100.00% | 100.00% |
07.05.2024 | 1.05% | 47.43 % | 47.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 236'284 CHF | 238'784 CHF | 100.00% | 100.00% |
06.05.2024 | 1.07% | 46.67 % | 47.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 232'973 CHF | 235'473 CHF | 100.00% | 100.00% |
03.05.2024 | 1.06% | 46.49 % | 46.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 233'620 CHF | 236'120 CHF | 100.00% | 100.00% |
02.05.2024 | 1.11% | 44.67 % | 45.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 224'913 CHF | 227'413 CHF | 82.32% | 82.32% |
30.04.2024 | 1.13% | 44.14 % | 44.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 219'454 CHF | 221'954 CHF | 100.00% | 100.00% |