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 | 0.79% | 80.81 % | 81.45 % | 70'000 | 70'000 | 70'000 | 70'000 | 56'595 CHF | 57'043 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 76.54 % | 77.15 % | 70'000 | 70'000 | 70'000 | 70'000 | 53'307 CHF | 53'730 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 74.75 % | 75.34 % | 70'000 | 70'000 | 70'000 | 70'000 | 52'010 CHF | 52'422 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 76.87 % | 77.48 % | 70'000 | 70'000 | 70'000 | 70'000 | 53'304 CHF | 53'727 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 75.46 % | 76.06 % | 70'000 | 70'000 | 70'000 | 70'000 | 52'984 CHF | 53'404 CHF | 99.46% | 99.46% |
08.05.2024 | 0.79% | 73.88 % | 74.47 % | 70'000 | 70'000 | 70'000 | 70'000 | 51'681 CHF | 52'092 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 73.55 % | 74.13 % | 70'000 | 70'000 | 70'000 | 70'000 | 51'075 CHF | 51'481 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 72.40 % | 72.97 % | 70'000 | 70'000 | 70'000 | 70'000 | 50'546 CHF | 50'946 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 71.60 % | 72.17 % | 70'000 | 70'000 | 70'000 | 70'000 | 49'767 CHF | 50'163 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 70.08 % | 70.64 % | 70'000 | 70'000 | 69'919 | 70'000 | 50'482 CHF | 50'943 CHF | 100.00% | 100.00% |