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 | 0.82% | 97.18 % | 97.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'800 CHF | 244'800 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 96.77 % | 97.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'660 CHF | 243'660 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 97.29 % | 98.09 % | 250'000 | 200'000 | 250'000 | 213'473 | 242'950 CHF | 209'120 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 96.75 % | 97.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'883 CHF | 243'883 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 96.29 % | 97.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'247 CHF | 243'247 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 96.07 % | 96.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'208 CHF | 242'208 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 95.97 % | 96.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'576 CHF | 241'576 CHF | 100.00% | 100.00% |
06.05.2024 | 0.83% | 95.66 % | 96.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'609 CHF | 241'609 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 95.83 % | 96.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'680 CHF | 242'680 CHF | 99.80% | 99.80% |
02.05.2024 | 0.84% | 94.90 % | 95.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'166 CHF | 239'166 CHF | 100.00% | 100.00% |