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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.87% | 92.30 % | 93.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'071 CHF | 232'071 CHF | 100.00% | 100.00% |
16.05.2024 | 0.85% | 93.05 % | 93.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'244 CHF | 235'244 CHF | 100.00% | 100.00% |
15.05.2024 | 0.86% | 92.83 % | 93.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'361 CHF | 234'361 CHF | 100.00% | 100.00% |
14.05.2024 | 0.86% | 92.80 % | 93.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'421 CHF | 232'421 CHF | 100.00% | 100.00% |
13.05.2024 | 0.87% | 92.57 % | 93.37 % | 250'000 | 240'000 | 250'000 | 242'213 | 228'506 CHF | 223'303 CHF | 100.00% | 100.00% |
10.05.2024 | 0.90% | 89.20 % | 90.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'938 CHF | 223'938 CHF | 100.00% | 100.00% |
08.05.2024 | 0.91% | 87.79 % | 88.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'736 CHF | 221'736 CHF | 100.00% | 100.00% |
07.05.2024 | 0.89% | 88.76 % | 89.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'764 CHF | 224'764 CHF | 100.00% | 100.00% |
06.05.2024 | 0.89% | 90.23 % | 91.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'469 CHF | 226'469 CHF | 100.00% | 100.00% |
03.05.2024 | 0.89% | 89.33 % | 90.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'499 CHF | 225'499 CHF | 99.68% | 99.68% |