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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.87% | 91.56 % | 92.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'301 CHF | 231'301 CHF | 100.00% | 100.00% |
15.05.2024 | 0.89% | 89.47 % | 90.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'991 CHF | 224'991 CHF | 100.00% | 100.00% |
14.05.2024 | 0.90% | 88.39 % | 89.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'505 CHF | 222'505 CHF | 100.00% | 100.00% |
13.05.2024 | 0.89% | 89.52 % | 90.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'994 CHF | 224'994 CHF | 100.00% | 100.00% |
10.05.2024 | 0.89% | 88.93 % | 89.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'508 CHF | 224'508 CHF | 100.00% | 100.00% |
08.05.2024 | 0.91% | 87.91 % | 88.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'638 CHF | 221'638 CHF | 100.00% | 100.00% |
07.05.2024 | 0.91% | 87.63 % | 88.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'873 CHF | 219'873 CHF | 100.00% | 100.00% |
06.05.2024 | 0.92% | 86.78 % | 87.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'568 CHF | 218'568 CHF | 100.00% | 100.00% |
03.05.2024 | 0.93% | 86.07 % | 86.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'191 CHF | 216'191 CHF | 99.74% | 99.74% |
02.05.2024 | 0.92% | 85.13 % | 85.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'028 CHF | 218'028 CHF | 100.00% | 100.00% |