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 | 0.85% | 58.84 % | 59.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 146'576 CHF | 147'826 CHF | 99.78% | 99.78% |
14.05.2024 | 0.88% | 57.28 % | 57.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 140'943 CHF | 142'193 CHF | 99.98% | 99.98% |
13.05.2024 | 0.92% | 54.68 % | 55.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 135'932 CHF | 137'182 CHF | 100.00% | 100.00% |
10.05.2024 | 0.90% | 54.77 % | 55.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 138'008 CHF | 139'258 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 53.64 % | 54.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 134'172 CHF | 135'422 CHF | 100.00% | 100.00% |
07.05.2024 | 0.92% | 54.48 % | 54.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 135'617 CHF | 136'867 CHF | 100.00% | 100.00% |
06.05.2024 | 0.93% | 53.66 % | 54.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 133'979 CHF | 135'229 CHF | 100.00% | 100.00% |
03.05.2024 | 0.93% | 53.30 % | 53.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 133'750 CHF | 135'000 CHF | 100.00% | 100.00% |
02.05.2024 | 0.96% | 51.33 % | 51.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 129'245 CHF | 130'495 CHF | 99.99% | 99.99% |
30.04.2024 | 0.98% | 50.88 % | 51.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 126'569 CHF | 127'819 CHF | 100.00% | 100.00% |