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 | 0.93% | 53.64 % | 54.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 134'172 CHF | 135'422 CHF | 100.00% | 100.00% |
07.05.2024 | 0.92% | 54.48 % | 54.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 135'617 CHF | 136'867 CHF | 100.00% | 100.00% |
06.05.2024 | 0.93% | 53.66 % | 54.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 133'979 CHF | 135'229 CHF | 100.00% | 100.00% |
03.05.2024 | 0.93% | 53.30 % | 53.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 133'750 CHF | 135'000 CHF | 100.00% | 100.00% |
02.05.2024 | 0.96% | 51.33 % | 51.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 129'245 CHF | 130'495 CHF | 99.99% | 99.99% |
30.04.2024 | 0.98% | 50.88 % | 51.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 126'569 CHF | 127'819 CHF | 100.00% | 100.00% |
29.04.2024 | 0.99% | 50.87 % | 51.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 125'449 CHF | 126'699 CHF | 98.60% | 98.60% |
26.04.2024 | 1.02% | 48.30 % | 48.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 122'370 CHF | 123'620 CHF | 95.78% | 95.78% |
25.04.2024 | 1.03% | 48.25 % | 48.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 121'019 CHF | 122'269 CHF | 100.00% | 100.00% |
24.04.2024 | 1.03% | 48.09 % | 48.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 120'459 CHF | 121'709 CHF | 90.25% | 90.25% |