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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.91% | 87.28 % | 88.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'455 CHF | 220'455 CHF | 100.00% | 100.00% |
23.05.2024 | 0.91% | 87.84 % | 88.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'230 CHF | 221'230 CHF | 100.00% | 100.00% |
22.05.2024 | 0.91% | 87.50 % | 88.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'665 CHF | 220'665 CHF | 100.00% | 100.00% |
21.05.2024 | 0.92% | 87.04 % | 87.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'021 CHF | 219'021 CHF | 100.00% | 100.00% |
17.05.2024 | 0.92% | 86.47 % | 87.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'839 CHF | 218'839 CHF | 100.00% | 100.00% |
16.05.2024 | 0.93% | 86.03 % | 86.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'901 CHF | 216'901 CHF | 100.00% | 100.00% |
15.05.2024 | 0.92% | 85.84 % | 86.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'708 CHF | 217'708 CHF | 100.00% | 100.00% |
14.05.2024 | 0.91% | 87.24 % | 88.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'263 CHF | 220'263 CHF | 100.00% | 100.00% |
13.05.2024 | 0.91% | 87.38 % | 88.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'089 CHF | 221'089 CHF | 100.00% | 100.00% |
10.05.2024 | 0.92% | 87.50 % | 88.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'556 CHF | 219'556 CHF | 100.00% | 100.00% |