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 | 0.84% | 94.55 % | 95.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'769 CHF | 238'769 CHF | 100.00% | 100.00% |
15.05.2024 | 0.86% | 92.45 % | 93.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'366 CHF | 232'366 CHF | 100.00% | 100.00% |
14.05.2024 | 0.88% | 91.20 % | 92.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'412 CHF | 229'412 CHF | 100.00% | 100.00% |
13.05.2024 | 0.87% | 92.38 % | 93.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'049 CHF | 232'049 CHF | 100.00% | 100.00% |
10.05.2024 | 0.87% | 91.67 % | 92.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'703 CHF | 231'703 CHF | 100.00% | 100.00% |
08.05.2024 | 0.88% | 90.63 % | 91.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'621 CHF | 228'621 CHF | 100.00% | 100.00% |
07.05.2024 | 0.89% | 90.49 % | 91.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'957 CHF | 226'957 CHF | 100.00% | 100.00% |
06.05.2024 | 0.89% | 89.58 % | 90.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'399 CHF | 225'399 CHF | 100.00% | 100.00% |
03.05.2024 | 0.90% | 88.84 % | 89.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'942 CHF | 222'942 CHF | 99.85% | 99.85% |
02.05.2024 | 0.89% | 87.72 % | 88.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'136 CHF | 225'136 CHF | 100.00% | 100.00% |