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 | 0.49% | 71.30 % | 71.65 % | 500'000 | 100'000 | 500'000 | 100'000 | 356'410 CHF | 71'632 CHF | 99.38% | 99.38% |
07.05.2024 | 0.48% | 72.50 % | 72.85 % | 500'000 | 100'000 | 500'000 | 100'000 | 360'937 CHF | 72'537 CHF | 99.37% | 99.37% |
06.05.2024 | 0.49% | 71.40 % | 71.75 % | 500'000 | 100'000 | 500'000 | 100'000 | 356'464 CHF | 71'643 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 71.00 % | 71.35 % | 500'000 | 100'000 | 500'000 | 100'000 | 356'318 CHF | 71'614 CHF | 99.36% | 99.36% |
02.05.2024 | 0.51% | 68.20 % | 68.55 % | 500'000 | 100'000 | 500'000 | 100'000 | 343'568 CHF | 69'064 CHF | 99.37% | 99.37% |
30.04.2024 | 0.52% | 67.35 % | 67.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 334'827 CHF | 67'315 CHF | 99.37% | 99.37% |
29.04.2024 | 0.53% | 67.45 % | 67.80 % | 500'000 | 100'000 | 500'000 | 100'000 | 332'456 CHF | 66'841 CHF | 98.52% | 98.52% |
26.04.2024 | 0.49% | 63.95 % | 64.25 % | 500'000 | 100'000 | 500'000 | 100'000 | 324'152 CHF | 65'149 CHF | 99.37% | 99.37% |
25.04.2024 | 0.47% | 63.25 % | 63.55 % | 500'000 | 100'000 | 500'000 | 100'000 | 317'450 CHF | 63'790 CHF | 96.34% | 96.34% |
24.04.2024 | 0.47% | 63.05 % | 63.35 % | 500'000 | 100'000 | 500'000 | 100'000 | 315'780 CHF | 63'456 CHF | 99.37% | 99.37% |