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 | 0.60% | 134.20 % | 135.00 % | 500'000 | 500'000 | 146'804 | 146'804 | 197'449 CHF | 198'627 CHF | 99.63% | 99.63% |
15.05.2024 | 0.75% | 133.30 % | 134.30 % | 500'000 | 500'000 | 148'785 | 148'785 | 197'904 CHF | 199'392 CHF | 99.43% | 99.43% |
14.05.2024 | 0.76% | 131.40 % | 132.40 % | 500'000 | 500'000 | 148'941 | 148'941 | 196'052 CHF | 197'541 CHF | 98.93% | 98.93% |
13.05.2024 | 0.61% | 131.90 % | 132.70 % | 500'000 | 500'000 | 148'326 | 148'326 | 194'686 CHF | 195'873 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 130.70 % | 131.50 % | 500'000 | 500'000 | 147'682 | 147'682 | 192'519 CHF | 193'701 CHF | 99.84% | 99.84% |
08.05.2024 | 0.76% | 130.90 % | 131.90 % | 500'000 | 500'000 | 142'031 | 142'031 | 185'929 CHF | 187'350 CHF | 98.14% | 98.14% |
07.05.2024 | 0.77% | 130.70 % | 131.70 % | 500'000 | 500'000 | 148'652 | 148'652 | 193'964 CHF | 195'452 CHF | 99.46% | 99.46% |
06.05.2024 | 0.61% | 130.30 % | 131.10 % | 500'000 | 500'000 | 148'267 | 148'267 | 193'377 CHF | 194'563 CHF | 100.00% | 100.00% |
03.05.2024 | 0.67% | 128.60 % | 129.40 % | 500'000 | 500'000 | 147'403 | 147'403 | 190'210 CHF | 191'419 CHF | 99.99% | 99.99% |
02.05.2024 | 0.79% | 130.50 % | 131.50 % | 500'000 | 500'000 | 146'473 | 146'473 | 190'428 CHF | 191'903 CHF | 99.99% | 99.99% |