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 | 0.82% | 96.50 % | 97.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'627 CHF | 243'627 CHF | 100.00% | 100.00% |
15.05.2024 | 0.84% | 94.90 % | 95.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'504 CHF | 238'504 CHF | 100.00% | 100.00% |
14.05.2024 | 0.85% | 93.72 % | 94.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'743 CHF | 235'743 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 94.74 % | 95.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'090 CHF | 238'090 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 94.28 % | 95.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'900 CHF | 237'900 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 93.23 % | 94.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'955 CHF | 234'955 CHF | 100.00% | 100.00% |
07.05.2024 | 0.86% | 92.93 % | 93.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'962 CHF | 232'962 CHF | 100.00% | 100.00% |
06.05.2024 | 0.87% | 91.86 % | 92.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'013 CHF | 231'013 CHF | 100.00% | 100.00% |
03.05.2024 | 0.88% | 90.86 % | 91.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'151 CHF | 227'151 CHF | 98.72% | 98.72% |
02.05.2024 | 0.88% | 88.70 % | 89.50 % | 250'000 | 120'000 | 250'000 | 194'533 | 226'594 CHF | 178'298 CHF | 100.00% | 100.00% |