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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.09.2023 | 1.00% | 77.94 % | 78.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'581 CHF | 197'548 CHF | 100.00% | 100.00% |
27.09.2023 | 0.99% | 79.74 % | 80.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'526 CHF | 203'526 CHF | 44.58% | 44.58% |
26.09.2023 | 1.00% | 78.12 % | 78.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'340 CHF | 195'284 CHF | 100.00% | 100.00% |
25.09.2023 | 0.99% | 79.54 % | 80.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'648 CHF | 201'642 CHF | 100.00% | 100.00% |
22.09.2023 | 0.98% | 80.49 % | 81.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'781 CHF | 204'781 CHF | 100.00% | 100.00% |
21.09.2023 | 0.94% | 82.96 % | 83.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'023 CHF | 214'023 CHF | 100.00% | 100.00% |
20.09.2023 | 0.92% | 85.72 % | 86.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'640 CHF | 217'640 CHF | 99.40% | 99.40% |
19.09.2023 | 0.92% | 85.68 % | 86.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'690 CHF | 217'690 CHF | 100.00% | 100.00% |
18.09.2023 | 0.91% | 86.22 % | 87.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'725 CHF | 219'725 CHF | 100.00% | 100.00% |
15.09.2023 | 0.90% | 88.03 % | 88.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'496 CHF | 222'496 CHF | 100.00% | 100.00% |