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% | 96.63 % | 97.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'763 CHF | 243'763 CHF | 100.00% | 100.00% |
15.05.2024 | 0.83% | 96.33 % | 97.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'920 CHF | 241'920 CHF | 100.00% | 100.00% |
14.05.2024 | 0.84% | 95.07 % | 95.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'592 CHF | 239'592 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 94.84 % | 95.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'880 CHF | 238'880 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 94.42 % | 95.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'958 CHF | 238'958 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 94.89 % | 95.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'355 CHF | 238'355 CHF | 100.00% | 100.00% |
07.05.2024 | 0.85% | 94.08 % | 94.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'279 CHF | 236'279 CHF | 100.00% | 100.00% |
06.05.2024 | 0.85% | 93.22 % | 94.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'392 CHF | 235'392 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 92.93 % | 93.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'757 CHF | 234'757 CHF | 98.70% | 98.70% |
02.05.2024 | 0.83% | 95.77 % | 96.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'593 CHF | 241'593 CHF | 100.00% | 100.00% |