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 | 0.70% | 99.80 % | 100.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'468 CHF | 251'218 CHF | 100.00% | 100.00% |
16.05.2024 | 0.70% | 99.76 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'444 CHF | 251'194 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.74 % | 100.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'135 CHF | 250'885 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.56 % | 100.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'839 CHF | 250'589 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.54 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'900 CHF | 250'650 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.58 % | 100.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'052 CHF | 250'802 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.47 % | 100.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'654 CHF | 250'404 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.43 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'478 CHF | 250'228 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.24 % | 99.94 % | 250'000 | 250'000 | 250'000 | 249'993 | 248'019 CHF | 249'761 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.98 % | 99.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'350 CHF | 249'100 CHF | 99.99% | 99.99% |