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 | 0.82% | 97.69 % | 98.49 % | 250'000 | 240'000 | 250'000 | 240'419 | 244'232 CHF | 236'795 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 97.46 % | 98.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'977 CHF | 244'977 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 96.95 % | 97.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'068 CHF | 244'068 CHF | 100.00% | 100.00% |
13.05.2024 | 0.83% | 96.40 % | 97.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'837 CHF | 242'837 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 96.14 % | 96.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'704 CHF | 242'704 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 99.13 % | 99.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'324 CHF | 249'324 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.79 % | 99.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'135 CHF | 248'135 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'345 CHF | 247'345 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 97.97 % | 98.77 % | 250'000 | 140'000 | 250'000 | 159'320 | 245'271 CHF | 157'560 CHF | 99.08% | 99.08% |
02.05.2024 | 0.81% | 97.67 % | 98.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'406 CHF | 246'406 CHF | 100.00% | 100.00% |