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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.94% | 84.68 % | 85.48 % | 250'000 | 247'000 | 250'000 | 249'573 | 212'727 CHF | 214'362 CHF | 100.00% | 100.00% |
22.05.2024 | - | 89.63 % | 90.43 % | 250'000 | 250'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
21.05.2024 | 0.89% | 89.75 % | 90.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'734 CHF | 226'734 CHF | 100.00% | 100.00% |
17.05.2024 | 0.86% | 92.19 % | 92.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'629 CHF | 233'629 CHF | 100.00% | 100.00% |
16.05.2024 | 0.86% | 92.90 % | 93.70 % | 250'000 | 245'000 | 250'000 | 245'967 | 232'227 CHF | 230'444 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 93.29 % | 94.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'847 CHF | 236'847 CHF | 100.00% | 100.00% |
14.05.2024 | 0.84% | 94.84 % | 95.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'738 CHF | 237'738 CHF | 100.00% | 100.00% |
13.05.2024 | 0.86% | 93.71 % | 94.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'835 CHF | 233'835 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 91.04 % | 91.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'274 CHF | 229'274 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 90.65 % | 91.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'005 CHF | 230'005 CHF | 100.00% | 100.00% |