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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'819 CHF | 250'819 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'404 CHF | 250'404 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.97 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'067 CHF | 249'067 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'344 CHF | 248'344 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.79 % | 99.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'777 CHF | 248'777 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'952 CHF | 248'952 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.47 % | 99.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'030 CHF | 248'030 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.22 % | 99.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'020 CHF | 247'020 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 97.73 % | 98.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'491 CHF | 246'491 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.39 % | 98.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'412 CHF | 245'412 CHF | 98.98% | 98.98% |