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 | 1.15% | 42.94 % | 43.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 108'541 CHF | 109'791 CHF | 100.00% | 100.00% |
15.05.2024 | 1.16% | 43.07 % | 43.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 107'521 CHF | 108'771 CHF | 100.00% | 100.00% |
14.05.2024 | 1.21% | 41.82 % | 42.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 102'614 CHF | 103'864 CHF | 100.00% | 100.00% |
13.05.2024 | 1.28% | 39.07 % | 39.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'022 CHF | 98'272 CHF | 100.00% | 100.00% |
10.05.2024 | 1.26% | 39.13 % | 39.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 98'468 CHF | 99'718 CHF | 100.00% | 100.00% |
08.05.2024 | 1.32% | 37.53 % | 38.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 93'791 CHF | 95'041 CHF | 100.00% | 100.00% |
07.05.2024 | 1.30% | 38.42 % | 38.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 95'714 CHF | 96'964 CHF | 100.00% | 100.00% |
06.05.2024 | 1.32% | 37.83 % | 38.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 94'239 CHF | 95'489 CHF | 100.00% | 100.00% |
03.05.2024 | 1.33% | 37.20 % | 37.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 93'600 CHF | 94'850 CHF | 99.56% | 99.56% |
02.05.2024 | 1.39% | 35.28 % | 35.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 88'994 CHF | 90'244 CHF | 100.00% | 100.00% |