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 | 0.88% | 56.72 % | 57.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 283'513 CHF | 286'013 CHF | 100.00% | 100.00% |
07.05.2024 | 0.87% | 57.47 % | 57.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 286'253 CHF | 288'753 CHF | 100.00% | 100.00% |
06.05.2024 | 0.88% | 56.66 % | 57.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 282'990 CHF | 285'490 CHF | 100.00% | 100.00% |
03.05.2024 | 0.88% | 56.39 % | 56.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 282'898 CHF | 285'398 CHF | 100.00% | 100.00% |
02.05.2024 | 0.91% | 54.51 % | 55.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 274'285 CHF | 276'785 CHF | 99.99% | 99.99% |
30.04.2024 | 0.93% | 53.98 % | 54.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 268'686 CHF | 271'186 CHF | 100.00% | 100.00% |
29.04.2024 | 0.93% | 53.94 % | 54.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 266'534 CHF | 269'034 CHF | 98.60% | 98.60% |
26.04.2024 | 0.95% | 51.52 % | 52.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 261'008 CHF | 263'508 CHF | 95.47% | 95.47% |
25.04.2024 | 0.96% | 51.62 % | 52.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 258'754 CHF | 261'254 CHF | 100.00% | 100.00% |
24.04.2024 | 0.97% | 51.45 % | 51.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 257'320 CHF | 259'820 CHF | 98.78% | 98.78% |