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 | 0.84% | 95.90 % | 96.70 % | 250'000 | 240'000 | 250'000 | 244'990 | 238'281 CHF | 235'449 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 95.10 % | 95.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'701 CHF | 236'701 CHF | 94.68% | 94.68% |
14.05.2024 | 0.82% | 97.05 % | 97.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'970 CHF | 244'970 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 96.77 % | 97.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'644 CHF | 244'644 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 96.56 % | 97.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'836 CHF | 244'836 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 95.60 % | 96.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'399 CHF | 241'399 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 95.98 % | 96.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'693 CHF | 242'693 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.20 % | 98.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'247 CHF | 244'247 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 95.77 % | 96.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'752 CHF | 242'752 CHF | 98.74% | 98.74% |
02.05.2024 | 0.83% | 96.34 % | 97.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'306 CHF | 241'306 CHF | 100.00% | 100.00% |