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 | 0.98% | 81.38 % | 82.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'257 CHF | 204'257 CHF | 100.00% | 100.00% |
16.05.2024 | 0.97% | 82.08 % | 82.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'242 CHF | 208'242 CHF | 100.00% | 100.00% |
15.05.2024 | 0.96% | 82.04 % | 82.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'290 CHF | 208'290 CHF | 100.00% | 100.00% |
14.05.2024 | 0.98% | 82.37 % | 83.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'605 CHF | 205'605 CHF | 100.00% | 100.00% |
13.05.2024 | 0.99% | 82.14 % | 82.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'925 CHF | 202'921 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 77.28 % | 78.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'770 CHF | 193'695 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 75.66 % | 76.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 189'510 CHF | 191'415 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 77.03 % | 77.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'855 CHF | 195'802 CHF | 100.00% | 100.00% |
06.05.2024 | 0.97% | 82.20 % | 83.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'139 CHF | 206'139 CHF | 100.00% | 100.00% |
03.05.2024 | 0.98% | 81.23 % | 82.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'000 CHF | 205'000 CHF | 99.63% | 99.63% |