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 | 0.88% | 78.56 % | 79.26 % | 150'000 | 150'000 | 149'992 | 150'000 | 119'314 CHF | 120'370 CHF | 100.00% | 100.00% |
15.05.2024 | 0.89% | 78.91 % | 79.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 117'825 CHF | 118'875 CHF | 99.75% | 99.75% |
14.05.2024 | 0.93% | 76.27 % | 76.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 112'288 CHF | 113'338 CHF | 99.89% | 99.89% |
13.05.2024 | 0.97% | 72.03 % | 72.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 107'307 CHF | 108'357 CHF | 100.00% | 100.00% |
10.05.2024 | 0.96% | 72.12 % | 72.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 109'114 CHF | 110'164 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 70.07 % | 70.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 105'113 CHF | 106'163 CHF | 100.00% | 100.00% |
07.05.2024 | 0.98% | 71.25 % | 71.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 106'231 CHF | 107'281 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 69.85 % | 70.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 104'610 CHF | 105'660 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 69.36 % | 70.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 104'467 CHF | 105'517 CHF | 100.00% | 100.00% |
02.05.2024 | 1.05% | 66.02 % | 66.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 99'713 CHF | 100'763 CHF | 82.31% | 82.31% |