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% | 51.52 % | 52.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 256'770 CHF | 259'270 CHF | 99.78% | 99.78% |
14.05.2024 | 1.00% | 50.26 % | 50.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 247'601 CHF | 250'101 CHF | 100.00% | 100.00% |
13.05.2024 | 1.04% | 48.13 % | 48.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 239'384 CHF | 241'884 CHF | 100.00% | 100.00% |
10.05.2024 | 1.02% | 48.21 % | 48.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 242'677 CHF | 245'177 CHF | 100.00% | 100.00% |
08.05.2024 | 1.05% | 47.22 % | 47.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 235'968 CHF | 238'468 CHF | 100.00% | 100.00% |
07.05.2024 | 1.04% | 47.87 % | 48.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 238'438 CHF | 240'938 CHF | 100.00% | 100.00% |
06.05.2024 | 1.06% | 47.19 % | 47.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 235'668 CHF | 238'168 CHF | 100.00% | 100.00% |
03.05.2024 | 1.06% | 46.98 % | 47.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 235'708 CHF | 238'208 CHF | 100.00% | 100.00% |
02.05.2024 | 1.09% | 45.38 % | 45.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 228'392 CHF | 230'892 CHF | 99.99% | 99.99% |
30.04.2024 | 1.11% | 44.94 % | 45.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 223'664 CHF | 226'164 CHF | 100.00% | 100.00% |