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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.89% | 89.18 % | 89.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'892 CHF | 225'892 CHF | 100.00% | 100.00% |
14.05.2024 | 0.90% | 89.47 % | 90.27 % | 250'000 | 223'000 | 250'000 | 236'912 | 221'473 CHF | 211'743 CHF | 100.00% | 100.00% |
13.05.2024 | 0.91% | 89.21 % | 90.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'007 CHF | 221'007 CHF | 100.00% | 100.00% |
10.05.2024 | 0.95% | 84.65 % | 85.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'155 CHF | 212'155 CHF | 100.00% | 100.00% |
08.05.2024 | 0.96% | 82.75 % | 83.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'365 CHF | 209'365 CHF | 100.00% | 100.00% |
07.05.2024 | 0.94% | 84.21 % | 85.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'994 CHF | 213'994 CHF | 100.00% | 100.00% |
06.05.2024 | 0.93% | 86.01 % | 86.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'675 CHF | 215'675 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 85.12 % | 85.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'836 CHF | 214'836 CHF | 99.59% | 99.59% |
02.05.2024 | 0.92% | 86.22 % | 87.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'172 CHF | 218'172 CHF | 100.00% | 100.00% |
30.04.2024 | 0.91% | 87.93 % | 88.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'422 CHF | 220'422 CHF | 100.00% | 100.00% |