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 | 1.17% | 84.55 % | 85.55 % | 150'000 | 150'000 | 150'000 | 149'978 | 127'237 CHF | 128'718 CHF | 98.31% | 98.31% |
15.05.2024 | 1.26% | 79.22 % | 80.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 117'941 CHF | 119'441 CHF | 99.98% | 99.98% |
14.05.2024 | 1.30% | 76.80 % | 77.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 114'313 CHF | 115'813 CHF | 100.00% | 100.00% |
13.05.2024 | 1.27% | 79.36 % | 80.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 117'827 CHF | 119'327 CHF | 100.00% | 100.00% |
10.05.2024 | 1.27% | 77.62 % | 78.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 116'922 CHF | 118'422 CHF | 100.00% | 100.00% |
08.05.2024 | 1.32% | 75.40 % | 76.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 113'001 CHF | 114'501 CHF | 100.00% | 100.00% |
07.05.2024 | 1.34% | 74.89 % | 75.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 110'955 CHF | 112'455 CHF | 100.00% | 100.00% |
06.05.2024 | 1.35% | 73.78 % | 74.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 110'306 CHF | 111'806 CHF | 100.00% | 100.00% |
03.05.2024 | 1.38% | 72.76 % | 73.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 108'143 CHF | 109'643 CHF | 100.00% | 100.00% |
02.05.2024 | 1.35% | 71.20 % | 72.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 110'444 CHF | 111'944 CHF | 100.00% | 100.00% |