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 | 0.99% | 81.01 % | 81.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'719 CHF | 202'719 CHF | 100.00% | 100.00% |
15.05.2024 | 0.99% | 79.73 % | 80.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'548 CHF | 202'548 CHF | 100.00% | 100.00% |
14.05.2024 | 0.98% | 80.72 % | 81.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'226 CHF | 204'226 CHF | 100.00% | 100.00% |
13.05.2024 | 0.99% | 80.65 % | 81.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'689 CHF | 203'689 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 80.54 % | 81.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'584 CHF | 202'584 CHF | 100.00% | 100.00% |
08.05.2024 | 0.97% | 82.52 % | 83.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'131 CHF | 208'131 CHF | 100.00% | 100.00% |
07.05.2024 | 0.95% | 83.04 % | 83.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'160 CHF | 212'160 CHF | 100.00% | 100.00% |
06.05.2024 | 0.93% | 85.20 % | 86.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'532 CHF | 215'532 CHF | 100.00% | 100.00% |
03.05.2024 | 0.92% | 86.43 % | 87.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'886 CHF | 217'886 CHF | 99.64% | 99.64% |
02.05.2024 | 0.92% | 86.78 % | 87.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'763 CHF | 218'763 CHF | 100.00% | 100.00% |