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 | 0.80% | 99.45 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'056 CHF | 250'056 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.08 % | 99.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'794 CHF | 249'794 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'315 CHF | 249'315 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.48 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'887 CHF | 247'887 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.52 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'080 CHF | 248'080 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 97.70 % | 98.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'991 CHF | 245'991 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 97.36 % | 98.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'568 CHF | 245'568 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.03 % | 97.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'931 CHF | 243'931 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 96.12 % | 96.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'699 CHF | 242'699 CHF | 99.13% | 99.13% |
02.05.2024 | 0.83% | 96.13 % | 96.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'749 CHF | 241'749 CHF | 100.00% | 100.00% |