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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.84% | 94.61 % | 95.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'261 CHF | 240'261 CHF | 100.00% | 100.00% |
28.05.2024 | 0.83% | 96.03 % | 96.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'057 CHF | 243'057 CHF | 100.00% | 100.00% |
27.05.2024 | 0.83% | 96.42 % | 97.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'021 CHF | 243'021 CHF | 100.00% | 100.00% |
24.05.2024 | 0.82% | 96.52 % | 97.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'326 CHF | 244'326 CHF | 100.00% | 100.00% |
23.05.2024 | 0.81% | 97.11 % | 97.91 % | 250'000 | 245'000 | 250'000 | 246'281 | 245'922 CHF | 244'238 CHF | 100.00% | 100.00% |
22.05.2024 | 0.81% | 98.98 % | 99.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'602 CHF | 247'602 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 98.48 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'639 CHF | 249'639 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 99.06 % | 99.86 % | 250'000 | 225'000 | 250'000 | 245'136 | 248'594 CHF | 245'733 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 99.09 % | 99.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'686 CHF | 251'686 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'580 CHF | 251'580 CHF | 100.00% | 100.00% |