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% | 97.92 % | 98.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'166 CHF | 247'166 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'880 CHF | 245'880 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 97.36 % | 98.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'203 CHF | 245'203 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 97.49 % | 98.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'556 CHF | 245'556 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 97.46 % | 98.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'522 CHF | 245'522 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 96.97 % | 97.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'314 CHF | 244'314 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 96.65 % | 97.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'029 CHF | 243'029 CHF | 100.00% | 100.00% |
06.05.2024 | 0.83% | 96.07 % | 96.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'422 CHF | 242'422 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 95.70 % | 96.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'169 CHF | 241'169 CHF | 99.57% | 99.57% |
02.05.2024 | 0.83% | 95.47 % | 96.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'820 CHF | 241'820 CHF | 100.00% | 100.00% |