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 | 0.83% | 95.28 % | 96.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'930 CHF | 240'930 CHF | 100.00% | 100.00% |
15.05.2024 | 0.89% | 90.31 % | 91.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'014 CHF | 226'014 CHF | 100.00% | 100.00% |
14.05.2024 | 0.91% | 87.78 % | 88.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'982 CHF | 219'982 CHF | 100.00% | 100.00% |
13.05.2024 | 0.89% | 90.36 % | 91.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'955 CHF | 225'955 CHF | 100.00% | 100.00% |
10.05.2024 | 0.89% | 88.65 % | 89.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'520 CHF | 224'520 CHF | 100.00% | 100.00% |
08.05.2024 | 0.92% | 86.49 % | 87.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'538 CHF | 218'538 CHF | 100.00% | 100.00% |
07.05.2024 | 0.93% | 86.33 % | 87.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'946 CHF | 214'946 CHF | 100.00% | 100.00% |
06.05.2024 | 0.95% | 84.32 % | 85.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'953 CHF | 211'953 CHF | 100.00% | 100.00% |
03.05.2024 | 0.97% | 83.23 % | 84.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'960 CHF | 207'960 CHF | 99.80% | 99.80% |
02.05.2024 | 0.95% | 81.24 % | 82.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'741 CHF | 211'741 CHF | 100.00% | 100.00% |