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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.85% | 94.17 % | 94.97 % | 250'000 | 245'000 | 250'000 | 249'016 | 235'645 CHF | 236'711 CHF | 100.00% | 100.00% |
06.05.2024 | 0.85% | 94.19 % | 94.99 % | 250'000 | 240'000 | 250'000 | 249'585 | 234'380 CHF | 235'987 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 92.91 % | 93.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'995 CHF | 232'995 CHF | 99.59% | 99.59% |
02.05.2024 | 0.88% | 91.16 % | 91.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'327 CHF | 229'327 CHF | 100.00% | 100.00% |
30.04.2024 | 0.87% | 90.39 % | 91.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'055 CHF | 230'055 CHF | 100.00% | 100.00% |
29.04.2024 | 0.88% | 91.02 % | 91.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'600 CHF | 228'600 CHF | 100.00% | 100.00% |
26.04.2024 | 0.91% | 88.71 % | 89.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'691 CHF | 221'691 CHF | 100.00% | 100.00% |
25.04.2024 | 0.92% | 85.94 % | 86.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'589 CHF | 218'589 CHF | 99.99% | 99.99% |
24.04.2024 | 0.89% | 89.15 % | 89.95 % | 250'000 | 230'000 | 250'000 | 234'428 | 222'966 CHF | 210'955 CHF | 99.99% | 99.99% |
23.04.2024 | 0.94% | 85.89 % | 86.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'439 CHF | 213'439 CHF | 100.00% | 100.00% |