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 | 1.00% | 59.82 % | 60.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 148'440 CHF | 149'932 CHF | 100.00% | 100.00% |
14.05.2024 | 1.00% | 56.13 % | 56.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 135'017 CHF | 136'373 CHF | 100.00% | 100.00% |
13.05.2024 | 1.01% | 50.23 % | 50.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 123'937 CHF | 125'192 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 50.57 % | 51.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 128'048 CHF | 129'337 CHF | 100.00% | 100.00% |
08.05.2024 | 1.05% | 47.46 % | 47.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 118'390 CHF | 119'640 CHF | 100.00% | 100.00% |
07.05.2024 | 1.02% | 49.03 % | 49.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 121'542 CHF | 122'792 CHF | 100.00% | 100.00% |
06.05.2024 | 1.05% | 47.43 % | 47.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 118'252 CHF | 119'502 CHF | 100.00% | 100.00% |
03.05.2024 | 1.05% | 47.20 % | 47.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 118'688 CHF | 119'938 CHF | 99.45% | 99.45% |
02.05.2024 | 1.13% | 43.21 % | 43.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 109'824 CHF | 111'074 CHF | 100.00% | 100.00% |
30.04.2024 | 1.18% | 42.75 % | 43.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 105'555 CHF | 106'805 CHF | 100.00% | 100.00% |