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% | 95.30 % | 96.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'176 CHF | 240'176 CHF | 100.00% | 100.00% |
15.05.2024 | 0.83% | 95.38 % | 96.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'214 CHF | 243'214 CHF | 100.00% | 100.00% |
14.05.2024 | 0.83% | 97.15 % | 97.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'012 CHF | 242'012 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 95.63 % | 96.43 % | 250'000 | 240'000 | 250'000 | 245'865 | 236'930 CHF | 234'961 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 94.62 % | 95.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'062 CHF | 238'062 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 93.08 % | 93.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'711 CHF | 234'711 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 94.36 % | 95.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'737 CHF | 237'737 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 94.04 % | 94.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'780 CHF | 237'780 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 95.18 % | 95.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'025 CHF | 237'025 CHF | 99.55% | 99.55% |
02.05.2024 | 0.87% | 91.64 % | 92.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'024 CHF | 232'024 CHF | 100.00% | 100.00% |