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 | 0.81% | 61.69 % | 62.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 307'423 CHF | 309'923 CHF | 99.97% | 99.97% |
14.05.2024 | 0.84% | 60.17 % | 60.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 296'541 CHF | 299'041 CHF | 100.00% | 100.00% |
13.05.2024 | 0.87% | 57.66 % | 58.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 286'872 CHF | 289'372 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 57.75 % | 58.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 290'982 CHF | 293'482 CHF | 100.00% | 100.00% |
08.05.2024 | 0.88% | 56.72 % | 57.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 283'513 CHF | 286'013 CHF | 100.00% | 100.00% |
07.05.2024 | 0.87% | 57.47 % | 57.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 286'253 CHF | 288'753 CHF | 100.00% | 100.00% |
06.05.2024 | 0.88% | 56.66 % | 57.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 282'990 CHF | 285'490 CHF | 100.00% | 100.00% |
03.05.2024 | 0.88% | 56.39 % | 56.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 282'898 CHF | 285'398 CHF | 100.00% | 100.00% |
02.05.2024 | 0.91% | 54.51 % | 55.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 274'285 CHF | 276'785 CHF | 99.99% | 99.99% |
30.04.2024 | 0.93% | 53.98 % | 54.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 268'686 CHF | 271'186 CHF | 100.00% | 100.00% |