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 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'365 CHF | 252'367 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.55 % | 100.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'601 CHF | 250'601 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.90 % | 99.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'837 CHF | 248'837 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'041 CHF | 250'041 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.09 % | 99.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'842 CHF | 249'842 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.40 % | 99.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'888 CHF | 247'888 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.19 % | 98.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'662 CHF | 246'662 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.47 % | 98.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'269 CHF | 245'269 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 96.82 % | 97.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'141 CHF | 243'141 CHF | 98.92% | 98.92% |
02.05.2024 | 0.82% | 95.87 % | 96.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'084 CHF | 245'084 CHF | 100.00% | 100.00% |