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% | 98.32 % | 99.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'890 CHF | 247'890 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 210'000 | 250'000 | 242'684 | 249'816 CHF | 244'434 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.48 % | 100.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'688 CHF | 250'688 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'691 CHF | 249'691 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 98.85 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'460 CHF | 249'460 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'779 CHF | 248'779 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'682 CHF | 247'682 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 97.94 % | 98.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'934 CHF | 246'934 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 97.76 % | 98.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'504 CHF | 246'504 CHF | 99.81% | 99.81% |
02.05.2024 | 0.81% | 97.90 % | 98.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'953 CHF | 246'953 CHF | 100.00% | 100.00% |