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 | 1.07% | 46.54 % | 47.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 232'294 CHF | 234'794 CHF | 100.00% | 100.00% |
07.05.2024 | 1.05% | 47.43 % | 47.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 236'284 CHF | 238'784 CHF | 100.00% | 100.00% |
06.05.2024 | 1.07% | 46.67 % | 47.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 232'973 CHF | 235'473 CHF | 100.00% | 100.00% |
03.05.2024 | 1.06% | 46.49 % | 46.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 233'620 CHF | 236'120 CHF | 100.00% | 100.00% |
02.05.2024 | 1.11% | 44.67 % | 45.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 224'913 CHF | 227'413 CHF | 82.32% | 82.32% |
30.04.2024 | 1.13% | 44.14 % | 44.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 219'454 CHF | 221'954 CHF | 100.00% | 100.00% |
29.04.2024 | 1.14% | 44.24 % | 44.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 217'651 CHF | 220'151 CHF | 98.60% | 98.60% |
26.04.2024 | 1.16% | 41.73 % | 42.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 214'837 CHF | 217'337 CHF | 37.34% | 37.34% |
25.04.2024 | 1.18% | 42.04 % | 42.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 211'201 CHF | 213'701 CHF | 98.59% | 98.59% |
24.04.2024 | 1.18% | 41.83 % | 42.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 210'120 CHF | 212'620 CHF | 83.51% | 83.51% |