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% | 54.73 % | 55.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 137'147 CHF | 138'523 CHF | 100.00% | 100.00% |
15.05.2024 | 1.00% | 52.59 % | 53.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 130'991 CHF | 132'312 CHF | 100.00% | 100.00% |
14.05.2024 | 1.00% | 51.68 % | 52.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 128'650 CHF | 129'946 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 52.66 % | 53.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 130'847 CHF | 132'166 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 51.99 % | 52.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 130'310 CHF | 131'612 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 51.12 % | 51.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 127'862 CHF | 129'140 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 51.05 % | 51.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 126'699 CHF | 127'974 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 50.36 % | 50.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 125'557 CHF | 126'820 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 49.90 % | 50.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 123'960 CHF | 125'210 CHF | 99.35% | 99.35% |
02.05.2024 | 1.00% | 49.17 % | 49.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 125'648 CHF | 126'913 CHF | 100.00% | 100.00% |