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 | 1.71% | 100.40 % | 101.40 % | 750'000 | 750'000 | 220'513 | 220'513 | 221'395 CHF | 224'153 CHF | 98.76% | 98.76% |
15.05.2024 | 1.52% | 100.20 % | 101.00 % | 750'000 | 750'000 | 223'571 | 223'571 | 224'014 CHF | 226'354 CHF | 99.20% | 99.20% |
14.05.2024 | 1.52% | 100.20 % | 101.00 % | 750'000 | 750'000 | 222'398 | 222'398 | 222'843 CHF | 225'174 CHF | 98.48% | 98.48% |
13.05.2024 | 1.72% | 99.80 % | 100.80 % | 750'000 | 750'000 | 222'761 | 222'761 | 222'278 CHF | 225'056 CHF | 99.79% | 99.79% |
10.05.2024 | 1.73% | 99.50 % | 100.50 % | 750'000 | 750'000 | 221'407 | 221'407 | 220'370 CHF | 223'136 CHF | 99.51% | 99.51% |
08.05.2024 | 1.55% | 99.60 % | 100.40 % | 750'000 | 750'000 | 207'990 | 207'990 | 207'167 CHF | 209'397 CHF | 96.90% | 96.90% |
07.05.2024 | 1.53% | 99.80 % | 100.60 % | 750'000 | 750'000 | 223'311 | 223'311 | 222'810 CHF | 225'147 CHF | 99.16% | 99.16% |
06.05.2024 | 1.73% | 99.40 % | 100.40 % | 750'000 | 750'000 | 218'970 | 218'970 | 217'936 CHF | 220'681 CHF | 99.07% | 99.07% |
03.05.2024 | 1.68% | 99.20 % | 100.20 % | 750'000 | 750'000 | 220'587 | 220'587 | 218'893 CHF | 221'611 CHF | 99.45% | 99.45% |
02.05.2024 | 1.54% | 99.10 % | 99.90 % | 750'000 | 750'000 | 222'187 | 222'187 | 220'054 CHF | 222'383 CHF | 99.73% | 99.73% |