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% | 72.90 % | 73.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 181'315 CHF | 183'142 CHF | 100.00% | 100.00% |
15.05.2024 | 1.00% | 71.87 % | 72.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 178'255 CHF | 180'047 CHF | 100.00% | 100.00% |
14.05.2024 | 1.00% | 71.27 % | 71.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 177'639 CHF | 179'422 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 71.30 % | 72.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 176'814 CHF | 178'590 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 70.41 % | 71.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 176'543 CHF | 178'318 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 69.45 % | 70.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 174'324 CHF | 176'076 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 69.72 % | 70.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 174'126 CHF | 175'882 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 69.19 % | 69.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 174'052 CHF | 175'803 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 69.38 % | 70.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 173'380 CHF | 175'127 CHF | 99.14% | 99.14% |
02.05.2024 | 1.00% | 69.10 % | 69.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 173'451 CHF | 175'196 CHF | 100.00% | 100.00% |