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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.30% | 38.19 % | 38.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 95'682 CHF | 96'932 CHF | 100.00% | 100.00% |
22.05.2024 | 1.29% | 38.59 % | 39.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'608 CHF | 97'858 CHF | 100.00% | 100.00% |
21.05.2024 | 1.29% | 38.73 % | 39.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'650 CHF | 97'900 CHF | 100.00% | 100.00% |
17.05.2024 | 1.28% | 38.83 % | 39.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'007 CHF | 98'257 CHF | 100.00% | 100.00% |
16.05.2024 | 1.28% | 38.86 % | 39.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'198 CHF | 98'448 CHF | 100.00% | 100.00% |
15.05.2024 | 1.29% | 38.76 % | 39.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'635 CHF | 97'885 CHF | 100.00% | 100.00% |
14.05.2024 | 1.29% | 38.61 % | 39.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'624 CHF | 97'874 CHF | 100.00% | 100.00% |
13.05.2024 | 1.28% | 38.65 % | 39.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'714 CHF | 97'964 CHF | 100.00% | 100.00% |
10.05.2024 | 1.28% | 38.73 % | 39.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'896 CHF | 98'146 CHF | 100.00% | 100.00% |
08.05.2024 | 1.29% | 38.42 % | 38.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 95'975 CHF | 97'225 CHF | 100.00% | 100.00% |