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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.83% | 95.01 % | 95.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'750 CHF | 241'750 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 96.62 % | 97.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'509 CHF | 243'509 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 95.16 % | 95.96 % | 250'000 | 220'000 | 250'000 | 226'597 | 237'785 CHF | 217'318 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 95.30 % | 96.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'917 CHF | 238'917 CHF | 98.92% | 98.92% |
02.05.2024 | 0.84% | 93.78 % | 94.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'913 CHF | 239'913 CHF | 100.00% | 100.00% |
30.04.2024 | 0.84% | 95.63 % | 96.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'096 CHF | 238'096 CHF | 94.85% | 94.85% |
29.04.2024 | 0.90% | 90.39 % | 91.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'396 CHF | 223'396 CHF | 100.00% | 100.00% |
26.04.2024 | 0.89% | 88.55 % | 89.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'847 CHF | 226'847 CHF | 100.00% | 100.00% |
25.04.2024 | 0.88% | 90.27 % | 91.07 % | 250'000 | 249'000 | 250'000 | 249'103 | 226'776 CHF | 227'955 CHF | 100.00% | 100.00% |
24.04.2024 | 0.84% | 93.83 % | 94.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'779 CHF | 237'779 CHF | 100.00% | 100.00% |