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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.82% | 97.88 % | 98.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'251 CHF | 244'251 CHF | 100.00% | 100.00% |
13.05.2024 | 0.83% | 96.87 % | 97.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'969 CHF | 242'969 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 95.75 % | 96.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'903 CHF | 242'903 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 96.55 % | 97.35 % | 250'000 | 220'000 | 250'000 | 222'823 | 240'840 CHF | 216'451 CHF | 99.99% | 99.99% |
07.05.2024 | 0.82% | 97.21 % | 98.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'496 CHF | 245'496 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.40 % | 98.20 % | 250'000 | 245'000 | 250'000 | 249'662 | 243'571 CHF | 245'239 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'394 CHF | 253'419 CHF | 99.61% | 99.61% |
02.05.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'422 CHF | 253'443 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'207 CHF | 254'232 CHF | 100.00% | 100.00% |
29.04.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'287 CHF | 253'308 CHF | 100.00% | 100.00% |