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 | 0.83% | 95.99 % | 96.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'046 CHF | 242'046 CHF | 100.00% | 100.00% |
15.05.2024 | 0.83% | 95.93 % | 96.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'631 CHF | 241'631 CHF | 100.00% | 100.00% |
14.05.2024 | 0.83% | 95.74 % | 96.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'121 CHF | 241'121 CHF | 100.00% | 100.00% |
13.05.2024 | 0.83% | 95.66 % | 96.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'278 CHF | 241'278 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 95.72 % | 96.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'327 CHF | 241'327 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 95.61 % | 96.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'150 CHF | 241'150 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 95.56 % | 96.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'750 CHF | 240'750 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 95.15 % | 95.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'792 CHF | 239'792 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 94.91 % | 95.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'073 CHF | 239'073 CHF | 99.03% | 99.03% |
02.05.2024 | 0.84% | 94.55 % | 95.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'492 CHF | 238'492 CHF | 100.00% | 100.00% |