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% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'112 CHF | 252'115 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.39 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'154 CHF | 250'154 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 99.08 % | 99.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'313 CHF | 249'313 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.38 % | 100.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'817 CHF | 250'817 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.41 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'787 CHF | 249'787 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'289 CHF | 248'289 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.78 % | 99.58 % | 250'000 | 235'000 | 250'000 | 237'321 | 246'433 CHF | 235'823 CHF | 100.00% | 100.00% |
06.05.2024 | 0.83% | 95.89 % | 96.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'981 CHF | 240'981 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 94.88 % | 95.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'853 CHF | 238'853 CHF | 99.01% | 99.01% |
02.05.2024 | 0.84% | 94.21 % | 95.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'023 CHF | 238'023 CHF | 100.00% | 100.00% |