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 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'578 CHF | 250'578 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.21 % | 100.01 % | 250'000 | 240'000 | 250'000 | 245'995 | 247'485 CHF | 245'487 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.36 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'636 CHF | 250'636 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.45 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'175 CHF | 250'175 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.77 % | 99.57 % | 250'000 | 207'000 | 250'000 | 236'550 | 247'007 CHF | 235'609 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'002 CHF | 249'002 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 96.85 % | 97.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'481 CHF | 243'481 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 95.82 % | 96.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'333 CHF | 241'333 CHF | 99.55% | 99.55% |
02.05.2024 | 0.83% | 95.35 % | 96.15 % | 250'000 | 180'000 | 250'000 | 204'782 | 238'853 CHF | 197'292 CHF | 100.00% | 100.00% |
30.04.2024 | 0.83% | 95.59 % | 96.39 % | 250'000 | 195'000 | 250'000 | 207'551 | 239'406 CHF | 200'427 CHF | 100.00% | 100.00% |