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 | 1.65% | 42.39 % | 43.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 63'291 CHF | 64'341 CHF | 100.00% | 100.00% |
06.05.2024 | 1.67% | 41.70 % | 42.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 62'457 CHF | 63'507 CHF | 100.00% | 100.00% |
03.05.2024 | 1.67% | 41.46 % | 42.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 62'446 CHF | 63'496 CHF | 100.00% | 100.00% |
02.05.2024 | 1.74% | 39.71 % | 40.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 59'956 CHF | 61'006 CHF | 82.31% | 82.31% |
30.04.2024 | 1.78% | 39.25 % | 39.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 58'545 CHF | 59'595 CHF | 100.00% | 100.00% |
29.04.2024 | 1.79% | 39.25 % | 39.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 57'991 CHF | 59'041 CHF | 98.60% | 98.60% |
26.04.2024 | 1.84% | 37.03 % | 37.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 56'413 CHF | 57'463 CHF | 91.00% | 91.00% |
25.04.2024 | 1.88% | 36.91 % | 37.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 55'314 CHF | 56'364 CHF | 79.25% | 79.25% |
24.04.2024 | 1.88% | 36.76 % | 37.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 55'444 CHF | 56'494 CHF | 83.51% | 83.51% |
23.04.2024 | 2.00% | 34.96 % | 35.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 51'960 CHF | 53'010 CHF | 100.00% | 100.00% |