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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.28% | 38.95 % | 39.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'108 CHF | 98'358 CHF | 100.00% | 100.00% |
16.05.2024 | 1.28% | 38.36 % | 38.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'249 CHF | 98'499 CHF | 100.00% | 100.00% |
15.05.2024 | 1.29% | 38.68 % | 39.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'342 CHF | 97'592 CHF | 100.00% | 100.00% |
14.05.2024 | 1.35% | 37.46 % | 37.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 91'961 CHF | 93'211 CHF | 100.00% | 100.00% |
13.05.2024 | 1.41% | 35.44 % | 35.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 88'026 CHF | 89'276 CHF | 100.00% | 100.00% |
10.05.2024 | 1.39% | 35.51 % | 36.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 89'416 CHF | 90'666 CHF | 100.00% | 100.00% |
08.05.2024 | 1.44% | 34.40 % | 34.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 85'967 CHF | 87'217 CHF | 100.00% | 100.00% |
07.05.2024 | 1.42% | 35.00 % | 35.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 87'140 CHF | 88'390 CHF | 100.00% | 100.00% |
06.05.2024 | 1.45% | 34.40 % | 34.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 85'832 CHF | 87'082 CHF | 100.00% | 100.00% |
03.05.2024 | 1.45% | 34.18 % | 34.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 85'848 CHF | 87'098 CHF | 99.05% | 99.05% |