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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.84% | 95.69 % | 96.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'446 CHF | 240'446 CHF | 100.00% | 100.00% |
16.05.2024 | 0.85% | 94.21 % | 95.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'424 CHF | 237'424 CHF | 100.00% | 100.00% |
15.05.2024 | 0.88% | 91.00 % | 91.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'708 CHF | 228'708 CHF | 100.00% | 100.00% |
14.05.2024 | 0.89% | 90.06 % | 90.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'545 CHF | 226'545 CHF | 100.00% | 100.00% |
13.05.2024 | 0.87% | 91.34 % | 92.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'907 CHF | 229'907 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 90.99 % | 91.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'129 CHF | 229'129 CHF | 100.00% | 100.00% |
08.05.2024 | 0.90% | 89.07 % | 89.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'033 CHF | 224'033 CHF | 100.00% | 100.00% |
07.05.2024 | 0.91% | 88.20 % | 89.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'981 CHF | 220'981 CHF | 100.00% | 100.00% |
06.05.2024 | 0.91% | 87.20 % | 88.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'999 CHF | 219'999 CHF | 100.00% | 100.00% |
03.05.2024 | 0.92% | 86.42 % | 87.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'961 CHF | 217'961 CHF | 99.68% | 99.68% |