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 | 0.90% | 89.74 % | 90.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'068 CHF | 224'068 CHF | 100.00% | 100.00% |
14.05.2024 | 0.94% | 85.86 % | 86.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'531 CHF | 214'531 CHF | 97.49% | 97.49% |
13.05.2024 | 0.90% | 89.64 % | 90.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'347 CHF | 223'347 CHF | 100.00% | 100.00% |
10.05.2024 | 0.90% | 87.94 % | 88.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'611 CHF | 223'611 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 84.38 % | 85.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'482 CHF | 213'482 CHF | 100.00% | 100.00% |
07.05.2024 | 0.96% | 85.07 % | 85.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'164 CHF | 210'164 CHF | 100.00% | 100.00% |
06.05.2024 | 0.98% | 81.60 % | 82.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'414 CHF | 204'414 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 79.65 % | 80.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'153 CHF | 197'113 CHF | 81.67% | 81.67% |
02.05.2024 | 0.97% | 76.44 % | 77.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'510 CHF | 207'503 CHF | 99.38% | 99.38% |
30.04.2024 | 0.95% | 84.86 % | 85.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'458 CHF | 212'458 CHF | 100.00% | 100.00% |