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 | 0.43% | 92.70 % | 93.10 % | 250'000 | 250'000 | 249'649 | 249'649 | 231'754 CHF | 232'753 CHF | 99.89% | 99.89% |
15.05.2024 | 0.23% | 89.30 % | 89.50 % | 250'000 | 250'000 | 249'184 | 249'184 | 221'624 CHF | 222'123 CHF | 100.00% | 100.00% |
14.05.2024 | 0.23% | 87.80 % | 88.00 % | 250'000 | 250'000 | 249'997 | 249'997 | 218'513 CHF | 219'013 CHF | 98.93% | 98.93% |
13.05.2024 | 0.45% | 89.30 % | 89.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'927 CHF | 222'927 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 88.20 % | 88.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'142 CHF | 222'142 CHF | 100.00% | 100.00% |
08.05.2024 | 0.23% | 86.90 % | 87.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'277 CHF | 217'777 CHF | 98.03% | 98.03% |
07.05.2024 | 0.23% | 86.70 % | 86.90 % | 250'000 | 250'000 | 249'954 | 249'954 | 215'316 CHF | 215'816 CHF | 99.47% | 99.47% |
06.05.2024 | 0.47% | 85.50 % | 85.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'215 CHF | 214'215 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 84.70 % | 85.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'482 CHF | 211'353 CHF | 99.97% | 99.97% |
02.05.2024 | 0.23% | 83.50 % | 83.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'428 CHF | 213'928 CHF | 99.98% | 99.98% |