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 | 0.88% | 90.49 % | 91.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'834 CHF | 228'834 CHF | 100.00% | 100.00% |
15.05.2024 | 0.90% | 88.84 % | 89.64 % | 250'000 | 230'000 | 250'000 | 230'084 | 221'254 CHF | 205'469 CHF | 100.00% | 100.00% |
14.05.2024 | 0.92% | 87.41 % | 88.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'581 CHF | 219'581 CHF | 97.48% | 97.48% |
13.05.2024 | 0.90% | 88.45 % | 89.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'149 CHF | 222'149 CHF | 100.00% | 100.00% |
10.05.2024 | 0.90% | 87.96 % | 88.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'197 CHF | 222'197 CHF | 100.00% | 100.00% |
08.05.2024 | 0.92% | 86.58 % | 87.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'515 CHF | 218'515 CHF | 100.00% | 100.00% |
07.05.2024 | 0.93% | 86.45 % | 87.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'173 CHF | 216'173 CHF | 100.00% | 100.00% |
06.05.2024 | 0.94% | 84.90 % | 85.70 % | 250'000 | 225'000 | 250'000 | 230'143 | 211'670 CHF | 196'676 CHF | 100.00% | 100.00% |
03.05.2024 | 0.96% | 83.87 % | 84.67 % | 240'000 | 250'000 | 244'291 | 250'000 | 202'740 CHF | 209'517 CHF | 99.36% | 99.36% |
02.05.2024 | 0.95% | 81.71 % | 82.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'459 CHF | 211'459 CHF | 100.00% | 100.00% |