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 | 1.05% | 47.46 % | 47.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 118'390 CHF | 119'640 CHF | 100.00% | 100.00% |
07.05.2024 | 1.02% | 49.03 % | 49.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 121'542 CHF | 122'792 CHF | 100.00% | 100.00% |
06.05.2024 | 1.05% | 47.43 % | 47.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 118'252 CHF | 119'502 CHF | 100.00% | 100.00% |
03.05.2024 | 1.05% | 47.20 % | 47.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 118'688 CHF | 119'938 CHF | 99.45% | 99.45% |
02.05.2024 | 1.13% | 43.21 % | 43.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 109'824 CHF | 111'074 CHF | 100.00% | 100.00% |
30.04.2024 | 1.18% | 42.75 % | 43.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 105'555 CHF | 106'805 CHF | 100.00% | 100.00% |
29.04.2024 | 1.20% | 42.76 % | 43.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 103'993 CHF | 105'243 CHF | 100.00% | 100.00% |
26.04.2024 | 1.25% | 38.56 % | 39.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 99'692 CHF | 100'942 CHF | 86.52% | 86.52% |
25.04.2024 | 1.27% | 39.04 % | 39.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 98'053 CHF | 99'303 CHF | 100.00% | 100.00% |
24.04.2024 | 1.28% | 38.83 % | 39.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'318 CHF | 98'568 CHF | 99.92% | 99.92% |