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 | 0.93% | 85.61 % | 86.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'943 CHF | 214'943 CHF | 100.00% | 100.00% |
15.05.2024 | 0.95% | 84.00 % | 84.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'564 CHF | 210'564 CHF | 87.40% | 87.40% |
14.05.2024 | 0.94% | 84.91 % | 85.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'797 CHF | 213'797 CHF | 100.00% | 100.00% |
13.05.2024 | 0.96% | 83.29 % | 84.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'299 CHF | 210'299 CHF | 100.00% | 100.00% |
10.05.2024 | 0.96% | 82.57 % | 83.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'923 CHF | 209'923 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 84.91 % | 85.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'947 CHF | 213'947 CHF | 100.00% | 100.00% |
07.05.2024 | 0.95% | 83.99 % | 84.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'507 CHF | 211'507 CHF | 100.00% | 100.00% |
06.05.2024 | 0.94% | 83.79 % | 84.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'866 CHF | 212'866 CHF | 100.00% | 100.00% |
03.05.2024 | 0.93% | 84.75 % | 85.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'118 CHF | 217'118 CHF | 99.33% | 99.33% |
02.05.2024 | 0.97% | 81.94 % | 82.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'032 CHF | 207'032 CHF | 100.00% | 100.00% |