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 | 0.81% | 98.67 % | 99.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'907 CHF | 248'907 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'337 CHF | 247'337 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 97.83 % | 98.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'354 CHF | 246'354 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.07 % | 98.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'835 CHF | 246'835 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 97.93 % | 98.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'876 CHF | 246'876 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 97.62 % | 98.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'944 CHF | 245'944 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 97.42 % | 98.22 % | 250'000 | 70'000 | 250'000 | 147'844 | 243'000 CHF | 144'848 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 96.97 % | 97.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'379 CHF | 244'379 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 96.51 % | 97.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'794 CHF | 242'794 CHF | 98.80% | 98.80% |
02.05.2024 | 0.81% | 97.54 % | 98.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'443 CHF | 247'443 CHF | 100.00% | 100.00% |