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 | 0.86% | 92.76 % | 93.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'152 CHF | 234'152 CHF | 100.00% | 100.00% |
15.05.2024 | 0.84% | 93.23 % | 94.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'976 CHF | 237'976 CHF | 100.00% | 100.00% |
14.05.2024 | 0.85% | 94.63 % | 95.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'776 CHF | 236'776 CHF | 99.99% | 99.99% |
13.05.2024 | 0.86% | 93.74 % | 94.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'273 CHF | 234'273 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 92.79 % | 93.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'571 CHF | 233'571 CHF | 100.00% | 100.00% |
08.05.2024 | 0.89% | 89.39 % | 90.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'296 CHF | 225'296 CHF | 100.00% | 100.00% |
07.05.2024 | 0.88% | 90.57 % | 91.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'754 CHF | 227'754 CHF | 100.00% | 100.00% |
06.05.2024 | 0.88% | 90.09 % | 90.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'747 CHF | 227'747 CHF | 100.00% | 100.00% |
03.05.2024 | 0.88% | 90.93 % | 91.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'398 CHF | 227'398 CHF | 98.97% | 98.97% |
02.05.2024 | 0.89% | 88.51 % | 89.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'546 CHF | 224'546 CHF | 100.00% | 100.00% |