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% | 97.01 % | 97.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'941 CHF | 243'941 CHF | 100.00% | 100.00% |
14.05.2024 | 0.83% | 96.23 % | 97.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'301 CHF | 242'301 CHF | 100.00% | 100.00% |
13.05.2024 | 0.83% | 96.64 % | 97.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'059 CHF | 243'059 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 96.18 % | 96.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'661 CHF | 242'661 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 95.63 % | 96.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'892 CHF | 240'892 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 95.23 % | 96.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'930 CHF | 238'930 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 94.42 % | 95.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'316 CHF | 238'316 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 93.87 % | 94.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'825 CHF | 235'825 CHF | 99.83% | 99.83% |
02.05.2024 | 0.85% | 92.78 % | 93.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'738 CHF | 236'738 CHF | 100.00% | 100.00% |
30.04.2024 | 0.84% | 94.50 % | 95.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'279 CHF | 238'279 CHF | 100.00% | 100.00% |