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% | 77.02 % | 77.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'805 CHF | 196'761 CHF | 100.00% | 100.00% |
15.05.2024 | 0.99% | 79.30 % | 80.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'200 CHF | 202'199 CHF | 100.00% | 100.00% |
14.05.2024 | 1.00% | 79.65 % | 80.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'541 CHF | 199'525 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 78.51 % | 79.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 189'798 CHF | 191'706 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 76.21 % | 76.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'712 CHF | 197'678 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 80.11 % | 80.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'887 CHF | 202'887 CHF | 100.00% | 100.00% |
07.05.2024 | 0.98% | 81.43 % | 82.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'185 CHF | 204'185 CHF | 100.00% | 100.00% |
06.05.2024 | 0.98% | 81.68 % | 82.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'330 CHF | 205'330 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 81.05 % | 81.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'460 CHF | 203'460 CHF | 99.26% | 99.26% |
02.05.2024 | 1.00% | 78.62 % | 79.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'158 CHF | 200'153 CHF | 100.00% | 100.00% |