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% | 96.67 % | 97.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'393 CHF | 242'393 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 96.15 % | 96.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'977 CHF | 243'977 CHF | 100.00% | 100.00% |
14.05.2024 | 0.83% | 97.22 % | 98.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'193 CHF | 242'193 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 96.02 % | 96.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'348 CHF | 240'348 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 94.51 % | 95.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'978 CHF | 239'978 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 95.39 % | 96.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'051 CHF | 240'051 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 96.39 % | 97.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'521 CHF | 243'521 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 96.52 % | 97.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'471 CHF | 243'471 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 95.64 % | 96.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'463 CHF | 241'463 CHF | 99.03% | 99.03% |
02.05.2024 | 0.83% | 95.44 % | 96.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'806 CHF | 241'806 CHF | 100.00% | 100.00% |