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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.99% | 57.00 % | 57.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 142'532 CHF | 143'957 CHF | 100.00% | 100.00% |
15.05.2024 | 1.00% | 56.87 % | 57.44 % | 150'000 | 250'000 | 186'377 | 250'000 | 105'677 CHF | 143'210 CHF | 100.00% | 100.00% |
14.05.2024 | 1.00% | 56.66 % | 57.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 141'763 CHF | 143'188 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 56.70 % | 57.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 141'867 CHF | 143'292 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 56.82 % | 57.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 142'129 CHF | 143'554 CHF | 100.00% | 100.00% |
08.05.2024 | 1.01% | 56.40 % | 56.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 140'897 CHF | 142'322 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 56.26 % | 56.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 140'242 CHF | 141'646 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 55.90 % | 56.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 139'828 CHF | 141'228 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 55.93 % | 56.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 139'464 CHF | 140'864 CHF | 99.16% | 99.16% |
02.05.2024 | 1.00% | 55.74 % | 56.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 139'537 CHF | 140'937 CHF | 100.00% | 100.00% |