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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 1.00% | 72.17 % | 72.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 180'921 CHF | 182'745 CHF | 100.00% | 100.00% |
17.05.2024 | 1.00% | 72.74 % | 73.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 181'653 CHF | 183'478 CHF | 100.00% | 100.00% |
16.05.2024 | 1.00% | 72.15 % | 72.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 180'890 CHF | 182'710 CHF | 100.00% | 100.00% |
15.05.2024 | 1.00% | 69.37 % | 70.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 172'783 CHF | 174'522 CHF | 100.00% | 100.00% |
14.05.2024 | 1.00% | 68.16 % | 68.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 169'651 CHF | 171'354 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 69.48 % | 70.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 172'665 CHF | 174'398 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 68.73 % | 69.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 172'223 CHF | 173'948 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 67.57 % | 68.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 168'979 CHF | 170'679 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 67.48 % | 68.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 167'467 CHF | 169'146 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 66.57 % | 67.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 165'999 CHF | 167'670 CHF | 100.00% | 100.00% |