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 | 2.59% | 113.71 % | 116.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 284'320 CHF | 291'795 CHF | 100.00% | 100.00% |
15.05.2024 | 2.61% | 113.37 % | 116.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'685 CHF | 290'160 CHF | 100.00% | 100.00% |
14.05.2024 | 2.62% | 112.76 % | 115.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'454 CHF | 288'929 CHF | 100.00% | 100.00% |
13.05.2024 | 2.62% | 112.58 % | 115.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'483 CHF | 288'958 CHF | 100.00% | 100.00% |
10.05.2024 | 2.63% | 112.49 % | 115.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'877 CHF | 288'352 CHF | 100.00% | 100.00% |
08.05.2024 | 2.65% | 111.60 % | 114.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 278'834 CHF | 286'309 CHF | 100.00% | 100.00% |
07.05.2024 | 2.66% | 111.21 % | 114.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'290 CHF | 284'765 CHF | 100.00% | 100.00% |
06.05.2024 | 2.67% | 110.19 % | 113.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'704 CHF | 283'179 CHF | 100.00% | 100.00% |
03.05.2024 | 2.68% | 109.93 % | 112.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'712 CHF | 282'187 CHF | 99.49% | 99.49% |
02.05.2024 | 2.69% | 109.56 % | 112.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'513 CHF | 281'988 CHF | 100.00% | 100.00% |