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% | 62.34 % | 62.97 % | 250'000 | 200'000 | 250'000 | 200'000 | 156'127 CHF | 126'157 CHF | 100.00% | 100.00% |
15.05.2024 | 1.00% | 61.82 % | 62.44 % | 250'000 | 200'000 | 250'000 | 200'000 | 152'985 CHF | 123'615 CHF | 100.00% | 100.00% |
14.05.2024 | 1.00% | 60.60 % | 61.21 % | 250'000 | 200'000 | 250'000 | 200'000 | 151'085 CHF | 122'087 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 60.28 % | 60.89 % | 250'000 | 200'000 | 250'000 | 200'000 | 150'349 CHF | 121'487 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 59.83 % | 60.43 % | 250'000 | 200'000 | 250'000 | 200'000 | 150'744 CHF | 121'810 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 60.77 % | 61.38 % | 250'000 | 200'000 | 250'000 | 200'000 | 150'585 CHF | 121'681 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 59.81 % | 60.41 % | 250'000 | 200'000 | 250'000 | 200'000 | 148'546 CHF | 120'035 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 59.10 % | 59.69 % | 250'000 | 200'000 | 250'000 | 200'000 | 148'103 CHF | 119'674 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 58.82 % | 59.41 % | 250'000 | 200'000 | 250'000 | 200'000 | 147'659 CHF | 119'313 CHF | 99.06% | 99.06% |
02.05.2024 | 1.00% | 59.94 % | 60.54 % | 250'000 | 200'000 | 250'000 | 200'000 | 150'672 CHF | 121'747 CHF | 100.00% | 100.00% |