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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'378 CHF | 250'378 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'795 CHF | 249'795 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.42 % | 100.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'734 CHF | 250'734 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.45 % | 100.25 % | 200'000 | 200'000 | 205'968 | 200'028 | 204'603 CHF | 200'304 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'508 CHF | 249'508 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.95 % | 99.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'202 CHF | 249'202 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.47 % | 98.27 % | 200'000 | 250'000 | 216'982 | 250'000 | 211'193 CHF | 245'358 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 96.87 % | 97.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'786 CHF | 243'786 CHF | 99.54% | 99.54% |
02.05.2024 | 0.83% | 96.19 % | 96.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'781 CHF | 242'781 CHF | 100.00% | 100.00% |
30.04.2024 | 0.83% | 96.36 % | 97.16 % | 250'000 | 245'000 | 250'000 | 245'470 | 241'370 CHF | 238'961 CHF | 100.00% | 100.00% |