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 | 0.86% | 92.85 % | 93.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'500 CHF | 234'500 CHF | 100.00% | 100.00% |
15.05.2024 | 0.87% | 92.58 % | 93.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'213 CHF | 231'213 CHF | 100.00% | 100.00% |
14.05.2024 | 0.88% | 90.05 % | 90.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'338 CHF | 227'338 CHF | 100.00% | 100.00% |
13.05.2024 | 0.88% | 90.23 % | 91.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'485 CHF | 227'485 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 90.06 % | 90.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'458 CHF | 228'458 CHF | 100.00% | 100.00% |
08.05.2024 | 0.88% | 90.69 % | 91.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'805 CHF | 227'805 CHF | 100.00% | 100.00% |
07.05.2024 | 0.89% | 89.69 % | 90.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'105 CHF | 225'105 CHF | 100.00% | 100.00% |
06.05.2024 | 0.89% | 88.80 % | 89.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'620 CHF | 224'620 CHF | 100.00% | 100.00% |
03.05.2024 | 0.90% | 88.62 % | 89.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'959 CHF | 223'959 CHF | 99.17% | 99.17% |
02.05.2024 | 0.89% | 89.34 % | 90.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'313 CHF | 226'313 CHF | 100.00% | 100.00% |