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 | 0.80% | 99.83 % | 100.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'578 CHF | 251'578 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'408 CHF | 251'408 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.45 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'551 CHF | 250'551 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.42 % | 100.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'672 CHF | 250'672 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.42 % | 100.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'634 CHF | 250'634 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'312 CHF | 250'312 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'013 CHF | 250'013 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'671 CHF | 249'671 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.96 % | 99.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'360 CHF | 249'360 CHF | 99.78% | 99.78% |
02.05.2024 | 0.81% | 98.84 % | 99.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'415 CHF | 249'415 CHF | 100.00% | 100.00% |