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 | 0.90% | 88.12 % | 88.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'222 CHF | 222'222 CHF | 100.00% | 100.00% |
15.05.2024 | 0.90% | 88.31 % | 89.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'678 CHF | 222'678 CHF | 100.00% | 100.00% |
14.05.2024 | 0.90% | 88.69 % | 89.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'023 CHF | 223'023 CHF | 100.00% | 100.00% |
13.05.2024 | 0.91% | 87.39 % | 88.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'580 CHF | 220'580 CHF | 100.00% | 100.00% |
10.05.2024 | 0.89% | 87.87 % | 88.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'563 CHF | 224'563 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 87.74 % | 88.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'021 CHF | 217'021 CHF | 95.53% | 95.53% |
07.05.2024 | 0.95% | 83.52 % | 84.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'824 CHF | 210'824 CHF | 100.00% | 100.00% |
06.05.2024 | 0.96% | 83.15 % | 83.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'608 CHF | 209'608 CHF | 100.00% | 100.00% |
03.05.2024 | 0.96% | 82.46 % | 83.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'201 CHF | 209'201 CHF | 98.87% | 98.87% |
02.05.2024 | 0.99% | 80.74 % | 81.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'702 CHF | 203'702 CHF | 100.00% | 100.00% |