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 | 0.88% | 90.65 % | 91.45 % | 247'000 | 250'000 | 247'846 | 250'000 | 225'211 CHF | 229'166 CHF | 100.00% | 100.00% |
15.05.2024 | 0.91% | 88.01 % | 88.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'975 CHF | 220'975 CHF | 100.00% | 100.00% |
14.05.2024 | 0.93% | 86.26 % | 87.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'844 CHF | 216'844 CHF | 100.00% | 100.00% |
13.05.2024 | 0.91% | 87.81 % | 88.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'309 CHF | 220'309 CHF | 100.00% | 100.00% |
10.05.2024 | 0.91% | 87.03 % | 87.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'024 CHF | 220'024 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 85.51 % | 86.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'735 CHF | 215'735 CHF | 100.00% | 100.00% |
07.05.2024 | 0.94% | 85.11 % | 85.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'707 CHF | 212'707 CHF | 100.00% | 100.00% |
06.05.2024 | 0.95% | 83.71 % | 84.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'706 CHF | 210'706 CHF | 100.00% | 100.00% |
03.05.2024 | 0.97% | 82.48 % | 83.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'164 CHF | 206'164 CHF | 98.72% | 98.72% |
02.05.2024 | 0.96% | 80.33 % | 81.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'903 CHF | 208'903 CHF | 100.00% | 100.00% |