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% | 97.23 % | 98.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'506 CHF | 245'506 CHF | 100.00% | 100.00% |
15.05.2024 | 0.87% | 92.42 % | 93.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'675 CHF | 230'675 CHF | 100.00% | 100.00% |
14.05.2024 | 0.91% | 88.30 % | 89.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'284 CHF | 220'284 CHF | 97.48% | 97.48% |
13.05.2024 | 0.88% | 91.62 % | 92.42 % | 245'000 | 250'000 | 248'066 | 250'000 | 224'766 CHF | 228'528 CHF | 100.00% | 100.00% |
10.05.2024 | 0.89% | 89.50 % | 90.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'937 CHF | 226'937 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 85.71 % | 86.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'496 CHF | 216'496 CHF | 100.00% | 100.00% |
07.05.2024 | 0.95% | 85.23 % | 86.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'677 CHF | 210'677 CHF | 100.00% | 100.00% |
06.05.2024 | 0.98% | 81.91 % | 82.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'272 CHF | 205'272 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 79.60 % | 80.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'571 CHF | 197'535 CHF | 94.83% | 94.83% |
02.05.2024 | 0.98% | 76.18 % | 76.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'187 CHF | 205'177 CHF | 98.79% | 98.79% |