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 | 0.80% | 99.02 % | 99.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'962 CHF | 249'962 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.90 % | 99.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'004 CHF | 249'004 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.74 % | 99.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'769 CHF | 248'769 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.74 % | 99.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'855 CHF | 248'855 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.79 % | 99.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'004 CHF | 249'004 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'925 CHF | 249'925 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'336 CHF | 249'336 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'024 CHF | 249'024 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'542 CHF | 248'542 CHF | 99.00% | 99.00% |
02.05.2024 | 0.81% | 98.38 % | 99.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'221 CHF | 248'221 CHF | 100.00% | 100.00% |