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% | 55.29 % | 55.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 138'635 CHF | 140'035 CHF | 100.00% | 100.00% |
15.05.2024 | 1.00% | 55.14 % | 55.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 136'905 CHF | 138'280 CHF | 100.00% | 100.00% |
14.05.2024 | 1.00% | 54.59 % | 55.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 136'779 CHF | 138'154 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 54.95 % | 55.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 135'458 CHF | 136'814 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 53.96 % | 54.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 135'412 CHF | 136'771 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 53.38 % | 53.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 131'942 CHF | 133'270 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 53.66 % | 54.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 134'381 CHF | 135'731 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 53.27 % | 53.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 132'995 CHF | 134'326 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 52.59 % | 53.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 132'382 CHF | 133'708 CHF | 99.53% | 99.53% |
02.05.2024 | 1.00% | 52.40 % | 52.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 129'953 CHF | 131'257 CHF | 100.00% | 100.00% |