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 | 0.89% | 89.69 % | 90.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'722 CHF | 226'722 CHF | 100.00% | 100.00% |
15.05.2024 | 0.93% | 86.37 % | 87.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'985 CHF | 216'985 CHF | 100.00% | 100.00% |
14.05.2024 | 0.94% | 84.72 % | 85.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'972 CHF | 212'972 CHF | 100.00% | 100.00% |
13.05.2024 | 0.93% | 86.40 % | 87.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'701 CHF | 216'701 CHF | 100.00% | 100.00% |
10.05.2024 | 0.93% | 85.41 % | 86.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'981 CHF | 215'981 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 83.82 % | 84.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'543 CHF | 211'543 CHF | 100.00% | 100.00% |
07.05.2024 | 0.96% | 83.53 % | 84.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'990 CHF | 208'990 CHF | 100.00% | 100.00% |
06.05.2024 | 0.97% | 82.20 % | 83.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'151 CHF | 207'151 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 81.35 % | 82.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'022 CHF | 204'022 CHF | 99.13% | 99.13% |
02.05.2024 | 0.97% | 79.96 % | 80.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'418 CHF | 206'418 CHF | 100.00% | 100.00% |