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 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'836 CHF | 252'853 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 99.17 % | 99.97 % | 250'000 | 250'000 | 238'809 | 250'000 | 235'547 CHF | 248'574 CHF | 87.42% | 87.42% |
14.05.2024 | 0.80% | 99.45 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'402 CHF | 250'402 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 97.70 % | 98.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'328 CHF | 246'328 CHF | 97.12% | 97.12% |
10.05.2024 | 0.82% | 96.67 % | 97.47 % | 250'000 | 250'000 | 250'000 | 247'239 | 243'188 CHF | 242'484 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 96.08 % | 96.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'919 CHF | 241'919 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 95.13 % | 95.93 % | 250'000 | 220'000 | 250'000 | 228'043 | 237'111 CHF | 218'127 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 94.68 % | 95.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'200 CHF | 240'200 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 95.37 % | 96.17 % | 250'000 | 220'000 | 250'000 | 245'329 | 241'905 CHF | 239'375 CHF | 99.50% | 99.50% |
02.05.2024 | 0.86% | 92.40 % | 93.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'967 CHF | 232'967 CHF | 100.00% | 100.00% |