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 | 0.85% | 93.49 % | 94.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'165 CHF | 235'165 CHF | 100.00% | 100.00% |
15.05.2024 | 0.84% | 95.21 % | 96.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'232 CHF | 239'232 CHF | 100.00% | 100.00% |
14.05.2024 | 0.83% | 95.93 % | 96.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'422 CHF | 241'422 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 94.76 % | 95.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'969 CHF | 238'969 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 94.22 % | 95.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'626 CHF | 238'626 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 93.99 % | 94.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'651 CHF | 236'651 CHF | 100.00% | 100.00% |
07.05.2024 | 0.86% | 93.19 % | 93.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'712 CHF | 234'712 CHF | 100.00% | 100.00% |
06.05.2024 | 0.85% | 93.07 % | 93.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'662 CHF | 235'662 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 93.59 % | 94.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'422 CHF | 238'422 CHF | 99.76% | 99.76% |
02.05.2024 | 0.87% | 91.62 % | 92.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'059 CHF | 231'059 CHF | 100.00% | 100.00% |