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 | 0.72% | 42.00 % | 42.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 209'000 CHF | 42'100 CHF | 99.38% | 99.38% |
06.05.2024 | 0.72% | 41.30 % | 41.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 206'270 CHF | 41'554 CHF | 99.38% | 99.38% |
03.05.2024 | 0.72% | 41.10 % | 41.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 206'699 CHF | 41'640 CHF | 99.36% | 99.36% |
02.05.2024 | 0.75% | 39.45 % | 39.75 % | 500'000 | 100'000 | 500'000 | 100'000 | 198'833 CHF | 40'067 CHF | 99.38% | 99.38% |
30.04.2024 | 0.77% | 39.05 % | 39.35 % | 500'000 | 100'000 | 500'000 | 100'000 | 193'983 CHF | 39'097 CHF | 99.38% | 99.38% |
29.04.2024 | 0.78% | 39.10 % | 39.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 192'227 CHF | 38'746 CHF | 98.52% | 98.52% |
26.04.2024 | 0.80% | 36.75 % | 37.05 % | 500'000 | 100'000 | 500'000 | 100'000 | 186'911 CHF | 37'681 CHF | 99.37% | 99.37% |
25.04.2024 | 0.78% | 36.65 % | 36.95 % | 500'000 | 100'000 | 500'000 | 100'000 | 183'192 CHF | 36'927 CHF | 96.35% | 96.35% |
24.04.2024 | 0.77% | 36.60 % | 36.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 183'302 CHF | 36'945 CHF | 99.37% | 99.37% |
23.04.2024 | 0.72% | 34.75 % | 35.00 % | 500'000 | 100'000 | 500'000 | 100'000 | 172'148 CHF | 34'680 CHF | 99.38% | 99.38% |