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 | 0.83% | 96.02 % | 96.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'785 CHF | 242'785 CHF | 100.00% | 100.00% |
15.05.2024 | 0.90% | 90.14 % | 90.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'307 CHF | 224'307 CHF | 100.00% | 100.00% |
14.05.2024 | 0.94% | 85.81 % | 86.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'449 CHF | 214'449 CHF | 100.00% | 100.00% |
13.05.2024 | 0.91% | 88.16 % | 88.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'101 CHF | 220'101 CHF | 100.00% | 100.00% |
10.05.2024 | 0.92% | 86.43 % | 87.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'281 CHF | 219'281 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 83.67 % | 84.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'057 CHF | 211'057 CHF | 100.00% | 100.00% |
07.05.2024 | 0.98% | 82.96 % | 83.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'459 CHF | 205'459 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 80.02 % | 80.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'730 CHF | 200'723 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 77.89 % | 78.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'545 CHF | 193'470 CHF | 99.85% | 99.85% |
02.05.2024 | 0.99% | 75.32 % | 76.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'744 CHF | 201'726 CHF | 100.00% | 100.00% |