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 | 0.86% | 92.81 % | 93.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'380 CHF | 234'380 CHF | 100.00% | 100.00% |
15.05.2024 | 0.86% | 93.13 % | 93.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'408 CHF | 233'408 CHF | 100.00% | 100.00% |
14.05.2024 | 0.87% | 90.78 % | 91.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'760 CHF | 229'760 CHF | 100.00% | 100.00% |
13.05.2024 | 0.87% | 91.54 % | 92.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'297 CHF | 231'297 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 92.15 % | 92.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'661 CHF | 232'661 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 91.71 % | 92.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'864 CHF | 231'864 CHF | 100.00% | 100.00% |
07.05.2024 | 0.87% | 91.60 % | 92.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'474 CHF | 230'474 CHF | 100.00% | 100.00% |
06.05.2024 | 0.87% | 91.08 % | 91.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'416 CHF | 230'416 CHF | 100.00% | 100.00% |
03.05.2024 | 0.87% | 91.44 % | 92.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'434 CHF | 230'434 CHF | 99.85% | 99.85% |
02.05.2024 | 0.87% | 90.71 % | 91.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'601 CHF | 229'601 CHF | 100.00% | 100.00% |