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 | 1.54% | 64.35 % | 65.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 96'687 CHF | 98'187 CHF | 98.31% | 98.31% |
15.05.2024 | 1.60% | 62.23 % | 63.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 92'994 CHF | 94'494 CHF | 100.00% | 100.00% |
14.05.2024 | 1.62% | 61.29 % | 62.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 91'568 CHF | 93'068 CHF | 100.00% | 100.00% |
13.05.2024 | 1.60% | 62.24 % | 63.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 92'905 CHF | 94'405 CHF | 100.00% | 100.00% |
10.05.2024 | 1.61% | 61.57 % | 62.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 92'587 CHF | 94'087 CHF | 100.00% | 100.00% |
08.05.2024 | 1.63% | 60.69 % | 61.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 91'012 CHF | 92'512 CHF | 100.00% | 100.00% |
07.05.2024 | 1.65% | 60.52 % | 61.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 90'169 CHF | 91'669 CHF | 100.00% | 100.00% |
06.05.2024 | 1.66% | 59.79 % | 60.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 89'509 CHF | 91'009 CHF | 100.00% | 100.00% |
03.05.2024 | 1.68% | 59.30 % | 60.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 88'444 CHF | 89'944 CHF | 100.00% | 100.00% |
02.05.2024 | 1.66% | 58.51 % | 59.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 89'461 CHF | 90'961 CHF | 100.00% | 100.00% |