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 | 0.78% | 63.24 % | 63.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 159'649 CHF | 160'899 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 63.39 % | 63.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 157'958 CHF | 159'208 CHF | 99.97% | 99.97% |
14.05.2024 | 0.82% | 61.81 % | 62.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 152'368 CHF | 153'618 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 59.29 % | 59.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 147'488 CHF | 148'738 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 59.40 % | 59.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 149'756 CHF | 151'006 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 58.44 % | 58.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 146'051 CHF | 147'301 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 59.21 % | 59.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 147'467 CHF | 148'717 CHF | 100.00% | 100.00% |
06.05.2024 | 0.85% | 58.39 % | 58.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 145'803 CHF | 147'053 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 58.09 % | 58.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 145'702 CHF | 146'952 CHF | 100.00% | 100.00% |
02.05.2024 | 0.88% | 56.16 % | 56.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 141'284 CHF | 142'534 CHF | 99.99% | 99.99% |