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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.98% | 81.37 % | 82.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'014 CHF | 205'014 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 79.80 % | 80.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'599 CHF | 201'597 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 79.43 % | 80.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'998 CHF | 201'998 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 79.18 % | 79.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'592 CHF | 199'577 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 78.20 % | 78.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'143 CHF | 197'105 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 78.12 % | 78.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'757 CHF | 198'736 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 79.08 % | 79.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'149 CHF | 203'149 CHF | 94.03% | 94.03% |
02.05.2024 | 1.00% | 76.69 % | 77.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'885 CHF | 193'814 CHF | 100.00% | 100.00% |
30.04.2024 | 1.00% | 76.65 % | 77.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'565 CHF | 197'529 CHF | 100.00% | 100.00% |
29.04.2024 | 1.00% | 78.48 % | 79.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'359 CHF | 196'311 CHF | 100.00% | 100.00% |