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 | 0.95% | 83.88 % | 84.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'424 CHF | 212'424 CHF | 100.00% | 100.00% |
15.05.2024 | 1.00% | 78.44 % | 79.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'281 CHF | 196'234 CHF | 100.00% | 100.00% |
14.05.2024 | 1.00% | 75.42 % | 76.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'097 CHF | 188'977 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 78.59 % | 79.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'182 CHF | 196'132 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 77.24 % | 78.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'538 CHF | 196'491 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 74.59 % | 75.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'756 CHF | 188'635 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 74.95 % | 75.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'914 CHF | 185'763 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 72.40 % | 73.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 179'837 CHF | 181'645 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 71.21 % | 71.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 175'404 CHF | 177'167 CHF | 93.86% | 93.86% |
02.05.2024 | 1.00% | 70.46 % | 71.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'076 CHF | 187'946 CHF | 99.16% | 99.16% |