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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.93% | 86.55 % | 87.35 % | 250'000 | 235'000 | 250'000 | 245'507 | 214'039 CHF | 212'134 CHF | 100.00% | 100.00% |
14.05.2024 | 0.94% | 84.90 % | 85.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'726 CHF | 214'726 CHF | 100.00% | 100.00% |
13.05.2024 | 0.95% | 85.49 % | 86.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'776 CHF | 211'776 CHF | 100.00% | 100.00% |
10.05.2024 | 0.96% | 83.38 % | 84.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'244 CHF | 210'244 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 81.45 % | 82.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'204 CHF | 202'203 CHF | 100.00% | 100.00% |
07.05.2024 | 0.97% | 82.00 % | 82.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'207 CHF | 206'207 CHF | 100.00% | 100.00% |
06.05.2024 | 0.99% | 80.52 % | 81.32 % | 250'000 | 240'000 | 250'000 | 240'002 | 200'981 CHF | 194'864 CHF | 100.00% | 100.00% |
03.05.2024 | 0.97% | 81.07 % | 81.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'797 CHF | 206'797 CHF | 99.23% | 99.23% |
02.05.2024 | 1.00% | 80.53 % | 81.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'448 CHF | 199'427 CHF | 99.31% | 99.31% |
30.04.2024 | 1.00% | 70.89 % | 71.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 178'788 CHF | 180'583 CHF | 100.00% | 100.00% |