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 | 0.80% | 99.14 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'653 CHF | 249'653 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.71 % | 99.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'769 CHF | 248'769 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'600 CHF | 249'600 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.07 % | 99.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'492 CHF | 249'492 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'933 CHF | 249'933 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.96 % | 99.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'739 CHF | 248'739 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.77 % | 99.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'911 CHF | 248'911 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.81 % | 99.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'072 CHF | 249'072 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.31 % | 99.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'023 CHF | 248'023 CHF | 99.81% | 99.81% |
02.05.2024 | 0.81% | 98.08 % | 98.88 % | 250'000 | 230'000 | 250'000 | 248'014 | 245'778 CHF | 245'813 CHF | 100.00% | 100.00% |