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 | 0.81% | 98.19 % | 98.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'767 CHF | 247'767 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 97.78 % | 98.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'966 CHF | 245'966 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 97.31 % | 98.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'031 CHF | 245'031 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 97.56 % | 98.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'654 CHF | 245'654 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 97.52 % | 98.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'725 CHF | 245'725 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 97.07 % | 97.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'508 CHF | 244'508 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 96.77 % | 97.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'188 CHF | 243'188 CHF | 100.00% | 100.00% |
06.05.2024 | 0.83% | 96.17 % | 96.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'625 CHF | 242'625 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 95.81 % | 96.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'112 CHF | 241'112 CHF | 98.98% | 98.98% |
02.05.2024 | 0.83% | 95.32 % | 96.12 % | 250'000 | 100'000 | 250'000 | 100'620 | 239'890 CHF | 97'359 CHF | 100.00% | 100.00% |