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 | 0.82% | 96.84 % | 97.64 % | 250'000 | 200'000 | 250'000 | 200'000 | 242'392 CHF | 195'514 CHF | 100.00% | 100.00% |
15.05.2024 | 0.84% | 95.40 % | 96.20 % | 250'000 | 200'000 | 250'000 | 200'000 | 237'893 CHF | 191'914 CHF | 100.00% | 100.00% |
14.05.2024 | 0.85% | 94.43 % | 95.23 % | 250'000 | 200'000 | 250'000 | 200'000 | 235'590 CHF | 190'072 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 95.34 % | 96.14 % | 250'000 | 200'000 | 250'000 | 200'000 | 237'567 CHF | 191'654 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 94.83 % | 95.63 % | 250'000 | 200'000 | 250'000 | 200'000 | 237'365 CHF | 191'492 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 93.97 % | 94.77 % | 250'000 | 200'000 | 250'000 | 200'000 | 234'969 CHF | 189'575 CHF | 100.00% | 100.00% |
07.05.2024 | 0.85% | 93.85 % | 94.65 % | 250'000 | 200'000 | 250'000 | 200'000 | 233'583 CHF | 188'466 CHF | 100.00% | 100.00% |
06.05.2024 | 0.86% | 93.08 % | 93.88 % | 250'000 | 200'000 | 250'000 | 200'000 | 232'247 CHF | 187'398 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 92.81 % | 93.61 % | 250'000 | 200'000 | 250'000 | 200'000 | 231'028 CHF | 186'422 CHF | 98.73% | 98.73% |
02.05.2024 | 0.86% | 91.84 % | 92.64 % | 250'000 | 200'000 | 250'000 | 200'000 | 232'887 CHF | 187'910 CHF | 100.00% | 100.00% |