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 | 0.81% | 98.33 % | 99.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'292 CHF | 248'292 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.66 % | 99.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'054 CHF | 249'054 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.66 % | 99.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'212 CHF | 247'212 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 97.79 % | 98.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'402 CHF | 244'402 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 96.89 % | 97.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'926 CHF | 244'926 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 97.46 % | 98.26 % | 250'000 | 200'000 | 250'000 | 243'695 | 243'949 CHF | 239'740 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 97.96 % | 98.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'501 CHF | 245'501 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'974 CHF | 249'974 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 98.33 % | 99.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'388 CHF | 244'388 CHF | 99.00% | 99.00% |
02.05.2024 | 0.83% | 95.16 % | 95.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'803 CHF | 242'803 CHF | 100.00% | 100.00% |