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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.93% | 85.74 % | 86.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'980 CHF | 215'980 CHF | 100.00% | 100.00% |
24.05.2024 | 0.95% | 85.56 % | 86.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'923 CHF | 211'923 CHF | 100.00% | 100.00% |
23.05.2024 | 0.93% | 84.38 % | 85.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'642 CHF | 216'642 CHF | 100.00% | 100.00% |
22.05.2024 | 0.92% | 85.86 % | 86.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'461 CHF | 218'461 CHF | 100.00% | 100.00% |
21.05.2024 | 0.94% | 85.74 % | 86.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'928 CHF | 212'928 CHF | 100.00% | 100.00% |
17.05.2024 | 0.94% | 85.47 % | 86.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'017 CHF | 213'017 CHF | 100.00% | 100.00% |
16.05.2024 | 0.95% | 84.64 % | 85.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'903 CHF | 211'903 CHF | 100.00% | 100.00% |
15.05.2024 | 0.93% | 83.92 % | 84.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'106 CHF | 215'106 CHF | 100.00% | 100.00% |
14.05.2024 | 0.95% | 85.89 % | 86.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'656 CHF | 211'656 CHF | 100.00% | 100.00% |
13.05.2024 | 0.96% | 83.85 % | 84.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'602 CHF | 208'602 CHF | 100.00% | 100.00% |