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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 2.13% | 35.18 % | 35.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 174'603 CHF | 178'353 CHF | 100.00% | 100.00% |
10.05.2024 | 2.09% | 35.28 % | 36.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 177'947 CHF | 181'697 CHF | 100.00% | 100.00% |
08.05.2024 | 2.19% | 33.98 % | 34.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 169'737 CHF | 173'487 CHF | 98.26% | 98.26% |
07.05.2024 | 2.15% | 34.68 % | 35.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 172'293 CHF | 176'039 CHF | 99.44% | 99.44% |
06.05.2024 | 2.19% | 33.88 % | 34.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 169'092 CHF | 172'842 CHF | 100.00% | 100.00% |
03.05.2024 | 2.19% | 33.68 % | 34.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 169'061 CHF | 172'803 CHF | 99.98% | 99.98% |
02.05.2024 | 2.30% | 31.88 % | 32.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 160'919 CHF | 164'666 CHF | 100.00% | 100.00% |
30.04.2024 | 2.38% | 31.38 % | 32.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 155'652 CHF | 159'402 CHF | 99.23% | 99.23% |
29.04.2024 | 2.41% | 31.38 % | 32.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 153'717 CHF | 157'464 CHF | 100.00% | 100.00% |
26.04.2024 | 2.48% | 29.08 % | 29.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 148'483 CHF | 152'211 CHF | 99.44% | 99.44% |