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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.97% | 81.53 % | 82.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'669 CHF | 207'669 CHF | 100.00% | 100.00% |
14.05.2024 | 0.98% | 82.19 % | 82.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'736 CHF | 204'736 CHF | 100.00% | 100.00% |
13.05.2024 | 0.99% | 81.91 % | 82.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'834 CHF | 201'826 CHF | 97.13% | 97.13% |
10.05.2024 | 1.00% | 76.31 % | 77.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 189'136 CHF | 191'036 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 74.58 % | 75.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'890 CHF | 188'769 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 76.22 % | 76.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'922 CHF | 193'852 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 78.41 % | 79.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'384 CHF | 196'337 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 77.47 % | 78.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'680 CHF | 195'629 CHF | 99.66% | 99.66% |
02.05.2024 | 1.00% | 78.92 % | 79.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'877 CHF | 199'866 CHF | 100.00% | 100.00% |
30.04.2024 | 0.99% | 80.82 % | 81.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'794 CHF | 202'794 CHF | 100.00% | 100.00% |