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 | 0.96% | 81.85 % | 82.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'829 CHF | 209'829 CHF | 100.00% | 100.00% |
15.05.2024 | 0.96% | 83.87 % | 84.67 % | 215'000 | 250'000 | 245'721 | 250'000 | 204'146 CHF | 209'735 CHF | 100.00% | 100.00% |
14.05.2024 | 0.95% | 82.76 % | 83.56 % | 250'000 | 225'000 | 250'000 | 231'173 | 209'724 CHF | 195'738 CHF | 99.47% | 100.00% |
13.05.2024 | 0.97% | 82.83 % | 83.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'823 CHF | 207'823 CHF | 100.00% | 100.00% |
10.05.2024 | 0.97% | 81.48 % | 82.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'427 CHF | 206'427 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 78.85 % | 79.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'297 CHF | 198'267 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 80.25 % | 81.05 % | 248'000 | 250'000 | 248'091 | 250'000 | 195'659 CHF | 199'144 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 77.58 % | 78.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'066 CHF | 197'026 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 77.27 % | 78.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'263 CHF | 195'204 CHF | 99.56% | 99.56% |
02.05.2024 | 1.00% | 77.45 % | 78.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'099 CHF | 198'071 CHF | 98.16% | 98.16% |