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 | 0.50% | 99.83 % | 100.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'644 CHF | 250'894 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 99.85 % | 100.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'345 CHF | 250'595 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 99.67 % | 100.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'477 CHF | 249'727 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 99.42 % | 99.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'533 CHF | 249'783 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 99.43 % | 99.93 % | 250'000 | 50'000 | 250'000 | 175'180 | 248'685 CHF | 175'151 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.42 % | 99.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'542 CHF | 249'792 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 99.47 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'601 CHF | 249'851 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 99.42 % | 99.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'264 CHF | 249'514 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 99.15 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'842 CHF | 249'092 CHF | 98.75% | 98.75% |
02.05.2024 | 0.50% | 98.88 % | 99.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'177 CHF | 248'427 CHF | 100.00% | 100.00% |