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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.04.2024 | 0.86% | 92.95 % | 93.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'840 CHF | 233'840 CHF | 100.00% | 100.00% |
25.04.2024 | 0.86% | 92.61 % | 93.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'624 CHF | 234'624 CHF | 100.00% | 100.00% |
24.04.2024 | 0.85% | 93.61 % | 94.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'679 CHF | 236'679 CHF | 90.31% | 90.31% |
23.04.2024 | 0.82% | 96.74 % | 97.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'487 CHF | 244'487 CHF | 100.00% | 100.00% |
22.04.2024 | 0.84% | 95.67 % | 96.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'362 CHF | 240'362 CHF | 100.00% | 100.00% |
19.04.2024 | 0.85% | 93.78 % | 94.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'401 CHF | 235'401 CHF | 99.81% | 99.81% |
18.04.2024 | 0.85% | 93.32 % | 94.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'102 CHF | 236'102 CHF | 100.00% | 100.00% |
17.04.2024 | 0.85% | 93.68 % | 94.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'463 CHF | 236'463 CHF | 100.00% | 100.00% |
16.04.2024 | 0.84% | 93.99 % | 94.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'885 CHF | 237'885 CHF | 100.00% | 100.00% |
15.04.2024 | 0.83% | 95.31 % | 96.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'594 CHF | 240'594 CHF | 100.00% | 100.00% |