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 | 0.82% | 97.75 % | 98.55 % | 246'000 | 250'000 | 246'318 | 250'000 | 240'757 CHF | 246'355 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 97.61 % | 98.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'824 CHF | 245'824 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 97.86 % | 98.66 % | 240'000 | 250'000 | 248'566 | 250'000 | 243'113 CHF | 246'517 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 97.55 % | 98.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'907 CHF | 245'907 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 97.52 % | 98.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'143 CHF | 246'143 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 97.36 % | 98.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'531 CHF | 245'531 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 97.27 % | 98.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'032 CHF | 245'032 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.11 % | 97.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'925 CHF | 244'925 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.00 % | 97.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'266 CHF | 245'266 CHF | 99.61% | 99.61% |
02.05.2024 | 0.83% | 96.50 % | 97.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'182 CHF | 243'182 CHF | 99.99% | 99.99% |