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% | 74.06 % | 74.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 188'078 CHF | 189'971 CHF | 100.00% | 100.00% |
15.05.2024 | 1.00% | 76.97 % | 77.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'631 CHF | 196'586 CHF | 86.81% | 86.81% |
14.05.2024 | 1.00% | 77.59 % | 78.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'524 CHF | 193'448 CHF | 99.01% | 99.01% |
13.05.2024 | 1.00% | 76.19 % | 76.96 % | 245'000 | 250'000 | 248'004 | 250'000 | 179'996 CHF | 183'283 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 73.04 % | 73.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 189'852 CHF | 191'762 CHF | 92.42% | 92.42% |
08.05.2024 | 1.00% | 78.53 % | 79.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'271 CHF | 199'255 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 80.26 % | 81.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'905 CHF | 200'903 CHF | 100.00% | 100.00% |
06.05.2024 | 0.99% | 80.74 % | 81.54 % | 250'000 | 245'000 | 250'000 | 249'589 | 200'998 CHF | 202'666 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 80.21 % | 81.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'452 CHF | 201'443 CHF | 99.03% | 99.03% |
02.05.2024 | 1.00% | 77.25 % | 78.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'666 CHF | 197'635 CHF | 100.00% | 100.00% |