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 | 0.90% | 88.91 % | 89.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'858 CHF | 222'858 CHF | 100.00% | 100.00% |
15.05.2024 | 0.92% | 86.95 % | 87.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'697 CHF | 217'697 CHF | 87.36% | 87.36% |
14.05.2024 | 0.91% | 87.84 % | 88.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'238 CHF | 221'238 CHF | 100.00% | 100.00% |
13.05.2024 | 0.93% | 85.99 % | 86.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'097 CHF | 217'097 CHF | 97.13% | 97.13% |
10.05.2024 | 0.93% | 85.15 % | 85.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'419 CHF | 216'419 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 84.81 % | 85.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'700 CHF | 213'700 CHF | 100.00% | 100.00% |
07.05.2024 | 0.95% | 83.86 % | 84.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'257 CHF | 211'257 CHF | 100.00% | 100.00% |
06.05.2024 | 0.94% | 83.91 % | 84.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'190 CHF | 213'190 CHF | 100.00% | 100.00% |
03.05.2024 | 0.92% | 84.91 % | 85.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'202 CHF | 218'202 CHF | 94.15% | 94.15% |
02.05.2024 | 0.97% | 82.13 % | 82.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'710 CHF | 207'710 CHF | 100.00% | 100.00% |