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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.93% | 86.10 % | 86.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'027 CHF | 217'027 CHF | 100.00% | 100.00% |
14.05.2024 | 0.93% | 85.23 % | 86.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'057 CHF | 215'057 CHF | 100.00% | 100.00% |
13.05.2024 | 0.94% | 86.21 % | 87.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'897 CHF | 212'897 CHF | 100.00% | 100.00% |
10.05.2024 | 0.94% | 84.12 % | 84.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'740 CHF | 212'740 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 83.01 % | 83.81 % | 243'000 | 250'000 | 248'534 | 250'000 | 209'882 CHF | 213'102 CHF | 100.00% | 100.00% |
07.05.2024 | 0.92% | 87.11 % | 87.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'451 CHF | 219'451 CHF | 100.00% | 100.00% |
06.05.2024 | 0.93% | 85.35 % | 86.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'989 CHF | 215'989 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 84.65 % | 85.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'877 CHF | 213'877 CHF | 99.31% | 99.31% |
02.05.2024 | 0.95% | 84.07 % | 84.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'489 CHF | 212'489 CHF | 100.00% | 100.00% |
30.04.2024 | 0.93% | 84.91 % | 85.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'187 CHF | 217'187 CHF | 99.99% | 99.99% |