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% | 98.23 % | 99.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'625 CHF | 247'625 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'891 CHF | 246'891 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'361 CHF | 252'365 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'101 CHF | 252'102 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'561 CHF | 252'577 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'090 CHF | 252'090 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'577 CHF | 251'577 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.66 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'314 CHF | 251'314 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'461 CHF | 251'461 CHF | 98.74% | 98.74% |
02.05.2024 | 0.80% | 99.11 % | 99.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'789 CHF | 249'789 CHF | 100.00% | 100.00% |