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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.16% | 86.07 % | 87.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'704 CHF | 217'204 CHF | 100.00% | 100.00% |
14.05.2024 | 1.15% | 86.49 % | 87.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'290 CHF | 217'790 CHF | 100.00% | 100.00% |
13.05.2024 | 1.17% | 85.36 % | 86.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'981 CHF | 215'481 CHF | 100.00% | 100.00% |
10.05.2024 | 1.17% | 84.86 % | 85.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'748 CHF | 215'248 CHF | 100.00% | 100.00% |
08.05.2024 | 1.17% | 84.63 % | 85.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'722 CHF | 214'222 CHF | 100.00% | 100.00% |
07.05.2024 | 1.18% | 84.36 % | 85.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'204 CHF | 212'704 CHF | 100.00% | 100.00% |
06.05.2024 | 1.19% | 83.82 % | 84.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'608 CHF | 212'108 CHF | 100.00% | 100.00% |
03.05.2024 | 1.18% | 83.55 % | 84.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'246 CHF | 212'746 CHF | 99.86% | 99.86% |
02.05.2024 | 1.21% | 82.57 % | 83.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'717 CHF | 208'217 CHF | 100.00% | 100.00% |
30.04.2024 | 1.20% | 81.54 % | 82.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'405 CHF | 209'905 CHF | 100.00% | 100.00% |