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 | 1.06% | 65.35 % | 66.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 98'183 CHF | 99'233 CHF | 98.31% | 98.31% |
15.05.2024 | 1.11% | 63.22 % | 63.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 94'496 CHF | 95'546 CHF | 100.00% | 100.00% |
14.05.2024 | 1.12% | 62.26 % | 62.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 93'020 CHF | 94'070 CHF | 100.00% | 100.00% |
13.05.2024 | 1.11% | 63.25 % | 63.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 94'399 CHF | 95'449 CHF | 100.00% | 100.00% |
10.05.2024 | 1.11% | 62.56 % | 63.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 94'111 CHF | 95'161 CHF | 100.00% | 100.00% |
08.05.2024 | 1.13% | 61.69 % | 62.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 92'543 CHF | 93'593 CHF | 100.00% | 100.00% |
07.05.2024 | 1.14% | 61.58 % | 62.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 91'790 CHF | 92'840 CHF | 100.00% | 100.00% |
06.05.2024 | 1.15% | 60.87 % | 61.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 91'063 CHF | 92'113 CHF | 100.00% | 100.00% |
03.05.2024 | 1.16% | 60.35 % | 61.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 89'961 CHF | 91'011 CHF | 100.00% | 100.00% |
02.05.2024 | 0.85% | 59.50 % | 60.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 124'894 CHF | 125'944 CHF | 100.00% | 100.00% |