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 | 0.99% | 50.22 % | 50.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 250'968 CHF | 253'468 CHF | 100.00% | 100.00% |
07.05.2024 | 0.98% | 50.90 % | 51.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 253'548 CHF | 256'048 CHF | 100.00% | 100.00% |
06.05.2024 | 0.99% | 50.19 % | 50.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 250'656 CHF | 253'156 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 49.96 % | 50.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 250'682 CHF | 253'182 CHF | 100.00% | 100.00% |
02.05.2024 | 1.02% | 48.30 % | 48.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 243'038 CHF | 245'538 CHF | 99.99% | 99.99% |
30.04.2024 | 1.04% | 47.83 % | 48.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 238'093 CHF | 240'593 CHF | 100.00% | 100.00% |
29.04.2024 | 1.05% | 47.83 % | 48.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 236'313 CHF | 238'813 CHF | 98.60% | 98.60% |
26.04.2024 | 1.08% | 45.68 % | 46.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 231'090 CHF | 233'590 CHF | 97.89% | 97.89% |
25.04.2024 | 1.09% | 45.54 % | 46.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 228'402 CHF | 230'902 CHF | 100.00% | 100.00% |
24.04.2024 | 1.09% | 45.40 % | 45.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 227'455 CHF | 229'955 CHF | 90.25% | 90.25% |