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 | 1.00% | 53.14 % | 53.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 134'644 CHF | 135'995 CHF | 100.00% | 100.00% |
15.05.2024 | 1.00% | 53.88 % | 54.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 133'531 CHF | 134'873 CHF | 100.00% | 100.00% |
14.05.2024 | 1.00% | 52.57 % | 53.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 130'519 CHF | 131'829 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 51.89 % | 52.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 131'635 CHF | 132'959 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 52.72 % | 53.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 132'492 CHF | 133'822 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 51.66 % | 52.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 129'406 CHF | 130'702 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 52.62 % | 53.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 131'133 CHF | 132'455 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 52.65 % | 53.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 129'663 CHF | 130'968 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 50.89 % | 51.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 126'432 CHF | 127'706 CHF | 98.58% | 98.58% |
02.05.2024 | 1.00% | 50.65 % | 51.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 127'020 CHF | 128'299 CHF | 100.00% | 100.00% |