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 | 0.86% | 92.66 % | 93.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'560 CHF | 233'560 CHF | 100.00% | 100.00% |
15.05.2024 | 0.86% | 92.59 % | 93.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'083 CHF | 233'083 CHF | 100.00% | 100.00% |
14.05.2024 | 0.86% | 92.43 % | 93.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'023 CHF | 233'023 CHF | 100.00% | 100.00% |
13.05.2024 | 0.86% | 92.42 % | 93.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'959 CHF | 232'959 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 92.18 % | 92.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'318 CHF | 232'318 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 91.76 % | 92.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'647 CHF | 231'647 CHF | 100.00% | 100.00% |
07.05.2024 | 0.88% | 91.01 % | 91.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'930 CHF | 228'930 CHF | 100.00% | 100.00% |
06.05.2024 | 0.88% | 90.40 % | 91.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'611 CHF | 228'611 CHF | 100.00% | 100.00% |
03.05.2024 | 0.88% | 90.27 % | 91.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'697 CHF | 227'697 CHF | 99.58% | 99.58% |
02.05.2024 | 0.89% | 90.11 % | 90.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'918 CHF | 226'918 CHF | 100.00% | 100.00% |