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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.81% | 98.05 % | 98.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'959 CHF | 246'959 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.35 % | 99.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'513 CHF | 247'513 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.12 % | 98.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'464 CHF | 247'464 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 97.97 % | 98.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'900 CHF | 246'900 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 97.87 % | 98.67 % | 250'000 | 247'000 | 250'000 | 247'008 | 244'272 CHF | 243'325 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.47 % | 98.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'460 CHF | 245'460 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.04 % | 97.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'107 CHF | 244'107 CHF | 99.40% | 99.40% |
02.05.2024 | 0.82% | 96.36 % | 97.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'111 CHF | 245'111 CHF | 100.00% | 100.00% |
30.04.2024 | 0.82% | 97.59 % | 98.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'719 CHF | 245'719 CHF | 100.00% | 100.00% |
29.04.2024 | 0.82% | 97.50 % | 98.30 % | 250'000 | 220'000 | 250'000 | 235'800 | 244'125 CHF | 232'140 CHF | 100.00% | 100.00% |