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% | 91.50 % | 92.30 % | 240'000 | 250'000 | 240'544 | 250'000 | 220'699 CHF | 231'370 CHF | 100.00% | 100.00% |
15.05.2024 | 0.91% | 88.50 % | 89.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'825 CHF | 221'825 CHF | 100.00% | 100.00% |
14.05.2024 | 0.93% | 86.17 % | 86.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'362 CHF | 216'362 CHF | 100.00% | 100.00% |
13.05.2024 | 0.91% | 88.18 % | 88.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'878 CHF | 220'878 CHF | 100.00% | 100.00% |
10.05.2024 | 0.91% | 87.16 % | 87.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'857 CHF | 220'857 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 85.27 % | 86.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'248 CHF | 215'248 CHF | 100.00% | 100.00% |
07.05.2024 | 0.95% | 84.95 % | 85.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'696 CHF | 211'696 CHF | 100.00% | 100.00% |
06.05.2024 | 0.96% | 82.95 % | 83.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'406 CHF | 208'406 CHF | 99.98% | 99.98% |
03.05.2024 | 0.99% | 81.31 % | 82.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'266 CHF | 202'258 CHF | 99.54% | 99.54% |
02.05.2024 | 0.97% | 78.40 % | 79.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'802 CHF | 206'800 CHF | 99.98% | 99.98% |