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 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'375 CHF | 252'380 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'934 CHF | 251'935 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.85 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'196 CHF | 248'196 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 97.83 % | 98.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'865 CHF | 246'865 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 97.20 % | 98.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'580 CHF | 245'580 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 96.58 % | 97.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'027 CHF | 243'027 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 96.62 % | 97.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'850 CHF | 243'850 CHF | 100.00% | 100.00% |
06.05.2024 | 0.83% | 96.43 % | 97.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'100 CHF | 243'100 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 96.44 % | 97.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'240 CHF | 243'240 CHF | 99.16% | 99.16% |
02.05.2024 | 0.82% | 96.77 % | 97.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'788 CHF | 243'788 CHF | 100.00% | 100.00% |