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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.76% | 92.38 % | 93.08 % | 250'000 | 250'000 | 250'000 | 249'995 | 229'892 CHF | 231'637 CHF | 97.56% | 97.56% |
14.05.2024 | 0.75% | 92.70 % | 93.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'019 CHF | 233'769 CHF | 99.67% | 99.67% |
13.05.2024 | 0.76% | 91.80 % | 92.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'296 CHF | 231'046 CHF | 87.03% | 87.03% |
10.05.2024 | 0.76% | 91.28 % | 91.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'488 CHF | 231'238 CHF | 100.00% | 100.00% |
08.05.2024 | 0.77% | 91.04 % | 91.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'160 CHF | 228'910 CHF | 100.00% | 100.00% |
07.05.2024 | 0.78% | 89.89 % | 90.59 % | 250'000 | 250'000 | 250'000 | 249'970 | 224'183 CHF | 225'906 CHF | 100.00% | 100.00% |
06.05.2024 | 0.77% | 89.63 % | 90.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'312 CHF | 227'062 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 90.14 % | 90.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'333 CHF | 230'083 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 87.79 % | 88.49 % | 250'000 | 250'000 | 250'000 | 249'975 | 219'427 CHF | 221'155 CHF | 100.00% | 100.00% |
30.04.2024 | 0.78% | 87.43 % | 88.13 % | 250'000 | 250'000 | 250'000 | 249'985 | 222'312 CHF | 224'048 CHF | 100.00% | 100.00% |