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 | 0.84% | 95.29 % | 96.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'454 CHF | 240'454 CHF | 100.00% | 100.00% |
22.05.2024 | 0.84% | 95.32 % | 96.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'486 CHF | 239'486 CHF | 100.00% | 100.00% |
21.05.2024 | 0.84% | 94.88 % | 95.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'127 CHF | 239'127 CHF | 100.00% | 100.00% |
17.05.2024 | 0.84% | 94.76 % | 95.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'649 CHF | 238'649 CHF | 100.00% | 100.00% |
16.05.2024 | 0.84% | 94.82 % | 95.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'773 CHF | 238'773 CHF | 100.00% | 100.00% |
15.05.2024 | 0.84% | 94.70 % | 95.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'944 CHF | 238'944 CHF | 100.00% | 100.00% |
14.05.2024 | 0.84% | 94.48 % | 95.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'845 CHF | 237'845 CHF | 100.00% | 100.00% |
13.05.2024 | 0.85% | 93.68 % | 94.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'857 CHF | 235'857 CHF | 100.00% | 100.00% |
10.05.2024 | 0.85% | 93.06 % | 93.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'445 CHF | 235'445 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 93.47 % | 94.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'447 CHF | 234'447 CHF | 100.00% | 100.00% |