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 | 0.82% | 97.40 % | 98.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'733 CHF | 245'733 CHF | 99.60% | 99.60% |
15.05.2024 | 0.82% | 97.10 % | 97.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'803 CHF | 243'803 CHF | 99.41% | 99.41% |
14.05.2024 | 0.83% | 96.20 % | 97.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'288 CHF | 242'288 CHF | 98.94% | 98.94% |
13.05.2024 | 0.83% | 95.70 % | 96.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'961 CHF | 240'961 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 95.20 % | 96.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'874 CHF | 240'874 CHF | 99.84% | 99.84% |
08.05.2024 | 0.83% | 95.90 % | 96.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'977 CHF | 240'977 CHF | 98.15% | 98.15% |
07.05.2024 | 0.84% | 95.30 % | 96.10 % | 250'000 | 250'000 | 250'000 | 249'802 | 237'332 CHF | 239'143 CHF | 99.47% | 99.47% |
06.05.2024 | 0.84% | 94.50 % | 95.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'577 CHF | 238'577 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 94.20 % | 95.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'756 CHF | 237'756 CHF | 100.00% | 100.00% |
02.05.2024 | 0.84% | 95.00 % | 95.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'922 CHF | 239'922 CHF | 100.00% | 100.00% |