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 | 0.82% | 97.10 % | 97.90 % | 250'000 | 240'000 | 250'000 | 241'493 | 242'462 CHF | 236'145 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 97.36 % | 98.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'164 CHF | 245'164 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 96.99 % | 97.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'486 CHF | 244'486 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 96.89 % | 97.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'616 CHF | 244'616 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 96.74 % | 97.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'981 CHF | 243'981 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.17 % | 98.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'252 CHF | 247'252 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.01 % | 98.81 % | 250'000 | 240'000 | 250'000 | 249'513 | 245'205 CHF | 246'724 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 97.96 % | 98.76 % | 250'000 | 240'000 | 250'000 | 249'546 | 245'657 CHF | 247'208 CHF | 99.00% | 99.00% |
02.05.2024 | 0.82% | 97.32 % | 98.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'208 CHF | 245'208 CHF | 100.00% | 100.00% |
30.04.2024 | 0.82% | 97.11 % | 97.91 % | 250'000 | 200'000 | 250'000 | 234'264 | 243'682 CHF | 230'264 CHF | 100.00% | 100.00% |