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% | 90.40 % | 91.20 % | 500'000 | 500'000 | 147'527 | 147'527 | 133'967 CHF | 135'147 CHF | 99.63% | 99.63% |
15.05.2024 | 1.10% | 90.40 % | 91.40 % | 500'000 | 500'000 | 148'796 | 148'796 | 134'745 CHF | 136'232 CHF | 99.43% | 99.43% |
14.05.2024 | 1.09% | 91.20 % | 92.20 % | 500'000 | 500'000 | 148'972 | 148'972 | 136'311 CHF | 137'800 CHF | 98.92% | 98.92% |
13.05.2024 | 0.87% | 91.40 % | 92.20 % | 500'000 | 500'000 | 148'307 | 148'307 | 135'625 CHF | 136'812 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 91.10 % | 91.90 % | 500'000 | 500'000 | 147'787 | 147'787 | 134'340 CHF | 135'522 CHF | 99.84% | 99.84% |
08.05.2024 | 1.14% | 88.50 % | 89.50 % | 500'000 | 500'000 | 142'207 | 142'207 | 125'113 CHF | 126'535 CHF | 98.13% | 98.13% |
07.05.2024 | 1.13% | 87.60 % | 88.60 % | 500'000 | 500'000 | 148'804 | 148'804 | 130'679 CHF | 132'167 CHF | 99.45% | 99.45% |
06.05.2024 | 0.89% | 89.70 % | 90.50 % | 500'000 | 500'000 | 148'314 | 148'314 | 133'287 CHF | 134'474 CHF | 100.00% | 100.00% |
03.05.2024 | 0.93% | 89.80 % | 90.60 % | 500'000 | 500'000 | 148'306 | 148'306 | 134'583 CHF | 135'796 CHF | 100.00% | 100.00% |
02.05.2024 | 1.10% | 89.80 % | 90.80 % | 500'000 | 500'000 | 148'313 | 148'313 | 133'788 CHF | 135'271 CHF | 100.00% | 100.00% |