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 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'777 CHF | 250'777 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.32 % | 100.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'128 CHF | 250'128 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'769 CHF | 250'769 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'114 CHF | 250'114 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.08 % | 99.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'102 CHF | 250'102 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.91 % | 99.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'358 CHF | 249'358 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.92 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'079 CHF | 249'079 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.60 % | 99.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'653 CHF | 248'653 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'064 CHF | 249'064 CHF | 98.87% | 98.87% |
02.05.2024 | 0.81% | 97.97 % | 98.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'951 CHF | 246'951 CHF | 100.00% | 100.00% |