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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.88% | 30.67 % | 30.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 152'633 CHF | 153'979 CHF | 99.44% | 99.44% |
06.05.2024 | 0.90% | 30.07 % | 30.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 150'072 CHF | 151'422 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 29.87 % | 30.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 150'000 CHF | 151'432 CHF | 99.98% | 99.98% |
02.05.2024 | 0.94% | 28.27 % | 28.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 143'026 CHF | 144'373 CHF | 100.00% | 100.00% |
30.04.2024 | 0.97% | 27.87 % | 28.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 138'271 CHF | 139'621 CHF | 99.22% | 99.22% |
29.04.2024 | 1.00% | 27.87 % | 28.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 136'763 CHF | 138'131 CHF | 100.00% | 100.00% |
26.04.2024 | 1.91% | 25.37 % | 26.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 130'718 CHF | 133'223 CHF | 99.44% | 99.44% |
25.04.2024 | 1.33% | 25.77 % | 26.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 129'024 CHF | 130'746 CHF | 100.00% | 100.00% |
24.04.2024 | 1.89% | 25.67 % | 25.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 127'291 CHF | 129'726 CHF | 99.73% | 99.73% |
23.04.2024 | 2.97% | 23.97 % | 24.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 116'497 CHF | 120'006 CHF | 99.73% | 99.73% |