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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.86% | 92.92 % | 93.72 % | 250'000 | 240'000 | 250'000 | 248'264 | 232'136 CHF | 232'510 CHF | 100.00% | 100.00% |
22.05.2024 | 0.86% | 92.93 % | 93.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'758 CHF | 234'758 CHF | 100.00% | 100.00% |
21.05.2024 | 0.84% | 94.69 % | 95.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'183 CHF | 239'183 CHF | 100.00% | 100.00% |
17.05.2024 | 0.83% | 95.63 % | 96.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'984 CHF | 240'984 CHF | 100.00% | 100.00% |
16.05.2024 | 0.85% | 93.49 % | 94.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'165 CHF | 235'165 CHF | 100.00% | 100.00% |
15.05.2024 | 0.84% | 95.21 % | 96.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'232 CHF | 239'232 CHF | 100.00% | 100.00% |
14.05.2024 | 0.83% | 95.93 % | 96.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'422 CHF | 241'422 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 94.76 % | 95.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'969 CHF | 238'969 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 94.22 % | 95.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'626 CHF | 238'626 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 93.99 % | 94.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'651 CHF | 236'651 CHF | 100.00% | 100.00% |