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% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'805 CHF | 250'805 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'042 CHF | 250'042 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.01 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'621 CHF | 249'621 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.02 % | 99.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'453 CHF | 249'453 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 243'000 | 250'000 | 247'214 | 246'797 CHF | 246'023 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.38 % | 99.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'787 CHF | 247'787 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.41 % | 99.21 % | 250'000 | 235'000 | 250'000 | 235'627 | 245'744 CHF | 233'500 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.06 % | 98.86 % | 250'000 | 195'000 | 250'000 | 205'589 | 245'222 CHF | 203'307 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 97.95 % | 98.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'548 CHF | 246'548 CHF | 99.51% | 99.51% |
02.05.2024 | 0.82% | 97.30 % | 98.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'858 CHF | 245'858 CHF | 100.00% | 100.00% |