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 | 0.89% | 89.26 % | 90.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'717 CHF | 225'717 CHF | 100.00% | 100.00% |
15.05.2024 | 0.93% | 86.31 % | 87.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'416 CHF | 216'416 CHF | 100.00% | 100.00% |
14.05.2024 | 0.95% | 84.31 % | 85.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'756 CHF | 211'756 CHF | 100.00% | 100.00% |
13.05.2024 | 0.93% | 86.08 % | 86.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'788 CHF | 215'788 CHF | 100.00% | 100.00% |
10.05.2024 | 0.93% | 85.10 % | 85.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'269 CHF | 215'269 CHF | 100.00% | 100.00% |
08.05.2024 | 0.96% | 83.39 % | 84.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'423 CHF | 210'423 CHF | 100.00% | 100.00% |
07.05.2024 | 0.97% | 82.96 % | 83.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'093 CHF | 207'093 CHF | 100.00% | 100.00% |
06.05.2024 | 0.98% | 81.41 % | 82.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'968 CHF | 204'968 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 80.13 % | 80.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'102 CHF | 200'086 CHF | 98.77% | 98.77% |
02.05.2024 | 0.99% | 77.81 % | 78.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'232 CHF | 203'227 CHF | 99.99% | 99.99% |