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 | 1.00% | 64.11 % | 64.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 160'671 CHF | 162'287 CHF | 100.00% | 100.00% |
15.05.2024 | 1.00% | 61.35 % | 61.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 152'767 CHF | 154'302 CHF | 100.00% | 100.00% |
14.05.2024 | 1.00% | 60.23 % | 60.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 149'865 CHF | 151'369 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 61.44 % | 62.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 152'572 CHF | 154'102 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 60.60 % | 61.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 151'907 CHF | 153'432 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 59.51 % | 60.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 148'847 CHF | 150'347 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 59.42 % | 60.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 147'505 CHF | 148'984 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 58.62 % | 59.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 146'158 CHF | 147'631 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 58.06 % | 58.64 % | 250'000 | 245'000 | 250'000 | 249'789 | 144'150 CHF | 145'476 CHF | 99.82% | 99.82% |
02.05.2024 | 1.00% | 57.15 % | 57.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 146'239 CHF | 147'707 CHF | 100.00% | 100.00% |