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 | 0.95% | 83.74 % | 84.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'041 CHF | 211'041 CHF | 100.00% | 100.00% |
15.05.2024 | 0.97% | 82.25 % | 83.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'498 CHF | 207'498 CHF | 100.00% | 100.00% |
14.05.2024 | 0.97% | 81.86 % | 82.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'178 CHF | 206'178 CHF | 100.00% | 100.00% |
13.05.2024 | 0.97% | 82.44 % | 83.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'807 CHF | 207'807 CHF | 100.00% | 100.00% |
10.05.2024 | 0.97% | 81.86 % | 82.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'747 CHF | 206'747 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 81.06 % | 81.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'382 CHF | 204'382 CHF | 100.00% | 100.00% |
07.05.2024 | 0.99% | 80.58 % | 81.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'835 CHF | 202'835 CHF | 100.00% | 100.00% |
06.05.2024 | 0.99% | 80.28 % | 81.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'992 CHF | 202'992 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 80.08 % | 80.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'100 CHF | 202'100 CHF | 99.72% | 99.72% |
02.05.2024 | 0.99% | 79.58 % | 80.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'088 CHF | 202'088 CHF | 100.00% | 100.00% |