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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.90% | 88.94 % | 89.74 % | 100'000 | 250'000 | 119'684 | 250'000 | 105'589 CHF | 222'862 CHF | 100.00% | 100.00% |
08.05.2024 | 0.91% | 87.39 % | 88.19 % | 245'000 | 247'000 | 246'369 | 247'447 | 215'578 CHF | 218'498 CHF | 100.00% | 100.00% |
07.05.2024 | 0.90% | 88.36 % | 89.16 % | 230'000 | 250'000 | 230'051 | 250'000 | 204'263 CHF | 223'975 CHF | 100.00% | 100.00% |
06.05.2024 | 0.89% | 90.04 % | 90.84 % | 235'000 | 250'000 | 238'483 | 250'000 | 213'635 CHF | 225'974 CHF | 100.00% | 100.00% |
03.05.2024 | 0.89% | 89.18 % | 89.98 % | 244'000 | 246'000 | 245'527 | 246'200 | 219'143 CHF | 221'714 CHF | 99.81% | 99.81% |
02.05.2024 | 0.88% | 90.18 % | 90.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'066 CHF | 228'066 CHF | 100.00% | 100.00% |
30.04.2024 | 0.87% | 91.72 % | 92.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'607 CHF | 230'607 CHF | 100.00% | 100.00% |
29.04.2024 | 0.88% | 90.82 % | 91.62 % | 250'000 | 250'000 | 250'000 | 202'868 | 225'923 CHF | 185'065 CHF | 99.66% | 100.00% |
26.04.2024 | 0.87% | 92.28 % | 93.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'184 CHF | 232'184 CHF | 100.00% | 100.00% |
25.04.2024 | 0.87% | 91.33 % | 92.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'548 CHF | 230'548 CHF | 100.00% | 100.00% |