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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.85% | 93.10 % | 93.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'362 CHF | 235'362 CHF | 100.00% | 100.00% |
13.05.2024 | 0.87% | 92.17 % | 92.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'786 CHF | 229'786 CHF | 100.00% | 100.00% |
10.05.2024 | 0.87% | 89.05 % | 89.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'833 CHF | 229'833 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 92.14 % | 92.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'842 CHF | 232'842 CHF | 98.13% | 98.13% |
07.05.2024 | 0.89% | 86.64 % | 87.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'907 CHF | 226'907 CHF | 97.26% | 97.26% |
06.05.2024 | 0.90% | 88.74 % | 89.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'953 CHF | 223'953 CHF | 100.00% | 100.00% |
03.05.2024 | 0.90% | 87.35 % | 88.15 % | 250'000 | 228'000 | 250'000 | 231'715 | 221'341 CHF | 206'996 CHF | 99.39% | 99.39% |
02.05.2024 | 0.91% | 87.38 % | 88.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'333 CHF | 220'333 CHF | 98.18% | 98.18% |
30.04.2024 | 0.95% | 82.94 % | 83.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'545 CHF | 212'545 CHF | 92.22% | 92.22% |
29.04.2024 | 0.97% | 83.47 % | 84.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'859 CHF | 207'859 CHF | 100.00% | 100.00% |