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 | 0.85% | 94.24 % | 95.04 % | 250'000 | 245'000 | 250'000 | 245'567 | 235'484 CHF | 233'273 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 93.62 % | 94.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'614 CHF | 235'614 CHF | 100.00% | 100.00% |
14.05.2024 | 0.85% | 94.14 % | 94.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'959 CHF | 236'959 CHF | 100.00% | 100.00% |
13.05.2024 | 0.85% | 93.48 % | 94.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'619 CHF | 235'619 CHF | 100.00% | 100.00% |
10.05.2024 | 0.85% | 93.03 % | 93.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'388 CHF | 235'388 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 92.83 % | 93.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'138 CHF | 234'138 CHF | 100.00% | 100.00% |
07.05.2024 | 0.86% | 92.60 % | 93.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'105 CHF | 233'105 CHF | 100.00% | 100.00% |
06.05.2024 | 0.86% | 92.32 % | 93.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'328 CHF | 233'328 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 92.45 % | 93.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'445 CHF | 234'445 CHF | 99.79% | 99.79% |
02.05.2024 | 0.87% | 91.33 % | 92.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'621 CHF | 230'621 CHF | 100.00% | 100.00% |