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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.90% | 88.12 % | 88.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'729 CHF | 223'729 CHF | 100.00% | 100.00% |
22.05.2024 | 0.90% | 87.91 % | 88.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'044 CHF | 223'044 CHF | 100.00% | 100.00% |
21.05.2024 | 0.89% | 89.49 % | 90.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'315 CHF | 226'315 CHF | 100.00% | 100.00% |
17.05.2024 | 0.89% | 90.00 % | 90.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'678 CHF | 226'678 CHF | 100.00% | 100.00% |
16.05.2024 | 0.89% | 89.26 % | 90.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'717 CHF | 225'717 CHF | 100.00% | 100.00% |
15.05.2024 | 0.93% | 86.31 % | 87.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'416 CHF | 216'416 CHF | 100.00% | 100.00% |
14.05.2024 | 0.95% | 84.31 % | 85.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'756 CHF | 211'756 CHF | 100.00% | 100.00% |
13.05.2024 | 0.93% | 86.08 % | 86.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'788 CHF | 215'788 CHF | 100.00% | 100.00% |
10.05.2024 | 0.93% | 85.10 % | 85.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'269 CHF | 215'269 CHF | 100.00% | 100.00% |
08.05.2024 | 0.96% | 83.39 % | 84.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'423 CHF | 210'423 CHF | 100.00% | 100.00% |