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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.84% | 95.01 % | 95.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'373 CHF | 239'373 CHF | 100.00% | 100.00% |
23.05.2024 | 0.84% | 94.99 % | 95.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'925 CHF | 239'925 CHF | 100.00% | 100.00% |
22.05.2024 | 0.84% | 95.25 % | 96.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'177 CHF | 240'177 CHF | 100.00% | 100.00% |
21.05.2024 | 0.83% | 95.45 % | 96.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'797 CHF | 240'797 CHF | 100.00% | 100.00% |
17.05.2024 | 0.83% | 95.78 % | 96.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'365 CHF | 241'365 CHF | 100.00% | 100.00% |
16.05.2024 | 0.83% | 95.74 % | 96.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'324 CHF | 241'324 CHF | 100.00% | 100.00% |
15.05.2024 | 0.83% | 95.52 % | 96.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'579 CHF | 240'579 CHF | 100.00% | 100.00% |
14.05.2024 | 0.84% | 95.24 % | 96.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'138 CHF | 240'138 CHF | 100.00% | 100.00% |
13.05.2024 | 0.83% | 95.41 % | 96.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'634 CHF | 240'634 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 95.72 % | 96.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'423 CHF | 241'423 CHF | 100.00% | 100.00% |