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 | 0.84% | 95.32 % | 96.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'732 CHF | 239'732 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 94.06 % | 94.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'091 CHF | 236'091 CHF | 100.00% | 100.00% |
14.05.2024 | 0.84% | 94.52 % | 95.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'236 CHF | 238'236 CHF | 100.00% | 100.00% |
13.05.2024 | 0.86% | 93.13 % | 93.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'922 CHF | 234'922 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 92.38 % | 93.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'436 CHF | 234'436 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 91.82 % | 92.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'209 CHF | 231'209 CHF | 100.00% | 100.00% |
07.05.2024 | 0.88% | 90.46 % | 91.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'960 CHF | 227'960 CHF | 100.00% | 100.00% |
06.05.2024 | 0.87% | 90.56 % | 91.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'600 CHF | 229'600 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 91.02 % | 91.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'713 CHF | 232'713 CHF | 98.85% | 98.85% |
02.05.2024 | 0.90% | 88.06 % | 88.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'159 CHF | 222'159 CHF | 100.00% | 100.00% |