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 | 1.12% | 44.63 % | 45.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 110'986 CHF | 112'236 CHF | 100.00% | 100.00% |
14.05.2024 | 1.20% | 42.77 % | 43.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 103'942 CHF | 105'192 CHF | 100.00% | 100.00% |
13.05.2024 | 1.26% | 39.86 % | 40.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 98'845 CHF | 100'095 CHF | 100.00% | 100.00% |
10.05.2024 | 1.22% | 40.17 % | 40.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 101'532 CHF | 102'782 CHF | 100.00% | 100.00% |
08.05.2024 | 1.28% | 38.77 % | 39.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'828 CHF | 98'078 CHF | 100.00% | 100.00% |
07.05.2024 | 1.25% | 39.84 % | 40.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 99'104 CHF | 100'354 CHF | 100.00% | 100.00% |
06.05.2024 | 1.27% | 39.21 % | 39.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'846 CHF | 99'096 CHF | 100.00% | 100.00% |
03.05.2024 | 1.26% | 39.25 % | 39.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 98'387 CHF | 99'637 CHF | 99.46% | 99.46% |
02.05.2024 | 1.33% | 36.84 % | 37.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 93'190 CHF | 94'440 CHF | 100.00% | 100.00% |
30.04.2024 | 1.37% | 36.47 % | 36.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 90'413 CHF | 91'663 CHF | 100.00% | 100.00% |