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 | 2.01% | 41.18 % | 42.03 % | 500'000 | 500'000 | 494'971 | 494'971 | 209'093 CHF | 213'242 CHF | 100.00% | 100.00% |
10.05.2024 | 1.93% | 43.78 % | 44.63 % | 500'000 | 500'000 | 494'970 | 494'970 | 220'694 CHF | 224'906 CHF | 100.00% | 100.00% |
08.05.2024 | 1.91% | 47.18 % | 48.03 % | 500'000 | 500'000 | 494'875 | 494'875 | 224'087 CHF | 228'299 CHF | 98.12% | 98.12% |
07.05.2024 | 1.82% | 49.98 % | 50.83 % | 500'000 | 500'000 | 494'593 | 494'909 | 234'771 CHF | 239'120 CHF | 98.82% | 98.82% |
06.05.2024 | 2.08% | 42.44 % | 43.38 % | 350'000 | 350'000 | 350'000 | 350'000 | 146'879 CHF | 149'975 CHF | 97.92% | 97.92% |
03.05.2024 | 1.97% | 39.38 % | 40.13 % | 500'000 | 500'000 | 494'969 | 494'969 | 190'799 CHF | 194'508 CHF | 100.00% | 100.00% |
02.05.2024 | 2.08% | 37.58 % | 38.33 % | 500'000 | 500'000 | 494'969 | 494'969 | 180'712 CHF | 184'426 CHF | 100.00% | 100.00% |
30.04.2024 | 2.01% | 36.28 % | 37.03 % | 500'000 | 500'000 | 494'671 | 494'671 | 188'520 CHF | 192'251 CHF | 99.22% | 99.22% |
29.04.2024 | 2.02% | 38.38 % | 39.23 % | 500'000 | 500'000 | 494'959 | 494'959 | 187'038 CHF | 190'759 CHF | 99.79% | 99.79% |
26.04.2024 | 2.10% | 38.78 % | 39.63 % | 500'000 | 500'000 | 494'957 | 494'957 | 190'639 CHF | 194'603 CHF | 99.69% | 99.69% |