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 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'768 CHF | 257'818 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'218 CHF | 255'246 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.61 % | 100.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'593 CHF | 250'593 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'395 CHF | 249'395 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'774 CHF | 251'774 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'449 CHF | 251'449 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.89 % | 99.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'581 CHF | 248'581 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.13 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'413 CHF | 246'413 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.39 % | 98.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'479 CHF | 245'479 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 96.69 % | 97.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'089 CHF | 244'089 CHF | 99.80% | 99.80% |