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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.06.2022 | - | 65.03 % | - % | 230'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
22.06.2022 | 0.75% | 63.61 % | 63.60 % | 235'000 | 155'000 | 160'656 | 160'370 | 99'212 CHF | 99'781 CHF | 78.81% | 99.89% |
21.06.2022 | 0.74% | 65.18 % | 65.67 % | 150'000 | 150'000 | 150'188 | 150'127 | 98'757 CHF | 99'454 CHF | 99.35% | 99.35% |
20.06.2022 | 0.75% | 65.21 % | 65.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 97'886 CHF | 98'621 CHF | 100.00% | 100.00% |
17.06.2022 | 0.75% | 63.71 % | 64.19 % | 155'000 | 155'000 | 151'777 | 148'056 | 100'100 CHF | 98'365 CHF | 99.92% | 99.92% |
16.06.2022 | 0.75% | 66.78 % | 67.28 % | 145'000 | 145'000 | 154'558 | 151'164 | 99'619 CHF | 98'165 CHF | 99.94% | 99.94% |
15.06.2022 | 0.75% | 64.64 % | 65.13 % | 150'000 | 150'000 | 150'439 | 149'524 | 98'883 CHF | 99'022 CHF | 99.95% | 99.95% |
14.06.2022 | 0.75% | 64.63 % | 65.12 % | 150'000 | 150'000 | 149'796 | 147'344 | 98'960 CHF | 98'066 CHF | 98.82% | 98.82% |
13.06.2022 | 0.75% | 67.87 % | 68.38 % | 145'000 | 145'000 | 141'679 | 141'496 | 98'390 CHF | 99'008 CHF | 99.93% | 99.93% |
10.06.2022 | 0.74% | 71.84 % | 72.38 % | 135'000 | 135'000 | 139'860 | 135'959 | 99'605 CHF | 97'550 CHF | 99.97% | 99.97% |