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 | 0.59% | 84.11 % | 84.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'984 CHF | 213'234 CHF | 100.00% | 100.00% |
15.05.2024 | 0.59% | 84.64 % | 85.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'067 CHF | 212'317 CHF | 100.00% | 100.00% |
14.05.2024 | 0.61% | 83.05 % | 83.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'208 CHF | 206'458 CHF | 100.00% | 100.00% |
13.05.2024 | 0.62% | 80.20 % | 80.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'618 CHF | 200'868 CHF | 100.00% | 100.00% |
10.05.2024 | 0.62% | 80.25 % | 80.75 % | 250'000 | 250'000 | 249'991 | 250'000 | 202'185 CHF | 203'442 CHF | 100.00% | 100.00% |
08.05.2024 | 0.63% | 79.34 % | 79.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'311 CHF | 199'561 CHF | 100.00% | 100.00% |
07.05.2024 | 0.62% | 80.26 % | 80.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'922 CHF | 201'172 CHF | 100.00% | 100.00% |
06.05.2024 | 0.63% | 79.23 % | 79.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'862 CHF | 199'112 CHF | 100.00% | 100.00% |
03.05.2024 | 0.63% | 78.87 % | 79.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'738 CHF | 198'988 CHF | 100.00% | 100.00% |
02.05.2024 | 0.65% | 76.50 % | 77.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'334 CHF | 193'584 CHF | 100.00% | 100.00% |