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 | 1.14% | 43.83 % | 44.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 109'192 CHF | 110'442 CHF | 100.00% | 100.00% |
16.05.2024 | 1.13% | 43.11 % | 43.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 109'576 CHF | 110'826 CHF | 100.00% | 100.00% |
15.05.2024 | 1.14% | 43.71 % | 44.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 108'792 CHF | 110'042 CHF | 100.00% | 100.00% |
14.05.2024 | 1.20% | 42.23 % | 42.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 103'395 CHF | 104'645 CHF | 100.00% | 100.00% |
13.05.2024 | 1.26% | 39.79 % | 40.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 98'770 CHF | 100'020 CHF | 100.00% | 100.00% |
10.05.2024 | 1.23% | 39.95 % | 40.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 100'674 CHF | 101'924 CHF | 100.00% | 100.00% |
08.05.2024 | 1.29% | 38.67 % | 39.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'622 CHF | 97'872 CHF | 100.00% | 100.00% |
07.05.2024 | 1.26% | 39.47 % | 39.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 98'245 CHF | 99'495 CHF | 100.00% | 100.00% |
06.05.2024 | 1.28% | 38.85 % | 39.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'946 CHF | 98'196 CHF | 100.00% | 100.00% |
03.05.2024 | 1.28% | 38.70 % | 39.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'112 CHF | 98'362 CHF | 99.41% | 99.41% |