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% | 96.45 % | 97.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'979 CHF | 242'979 CHF | 100.00% | 100.00% |
15.05.2024 | 0.83% | 96.25 % | 97.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'294 CHF | 242'294 CHF | 100.00% | 100.00% |
14.05.2024 | 0.83% | 96.42 % | 97.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'742 CHF | 242'742 CHF | 100.00% | 100.00% |
13.05.2024 | 0.83% | 95.98 % | 96.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'101 CHF | 242'101 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 95.89 % | 96.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'292 CHF | 242'292 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 97.32 % | 98.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'439 CHF | 245'439 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 97.18 % | 97.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'828 CHF | 244'828 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 96.91 % | 97.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'497 CHF | 244'497 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 96.85 % | 97.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'792 CHF | 244'792 CHF | 99.79% | 99.79% |
02.05.2024 | 0.83% | 95.99 % | 96.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'982 CHF | 241'982 CHF | 100.00% | 100.00% |