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 | 0.82% | 97.38 % | 98.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'830 CHF | 245'830 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 97.37 % | 98.17 % | 250'000 | 235'000 | 250'000 | 238'583 | 242'895 CHF | 233'710 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.29 % | 99.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'744 CHF | 246'744 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 98.17 % | 98.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'662 CHF | 245'662 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 96.21 % | 97.01 % | 250'000 | 235'000 | 250'000 | 238'137 | 239'838 CHF | 230'351 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 95.14 % | 95.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'160 CHF | 240'160 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 95.78 % | 96.58 % | 250'000 | 240'000 | 250'000 | 249'211 | 240'191 CHF | 241'431 CHF | 100.00% | 100.00% |
06.05.2024 | 0.83% | 96.70 % | 97.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'031 CHF | 243'031 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 95.94 % | 96.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'072 CHF | 242'072 CHF | 98.73% | 98.73% |
02.05.2024 | 0.83% | 96.26 % | 97.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'882 CHF | 242'882 CHF | 100.00% | 100.00% |