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 | 0.87% | 91.07 % | 91.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'229 CHF | 230'229 CHF | 100.00% | 100.00% |
15.05.2024 | 0.91% | 88.34 % | 89.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'736 CHF | 221'736 CHF | 100.00% | 100.00% |
14.05.2024 | 0.92% | 86.55 % | 87.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'551 CHF | 217'551 CHF | 100.00% | 100.00% |
13.05.2024 | 0.91% | 88.11 % | 88.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'126 CHF | 221'126 CHF | 100.00% | 100.00% |
10.05.2024 | 0.91% | 87.27 % | 88.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'650 CHF | 220'650 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 85.59 % | 86.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'781 CHF | 215'781 CHF | 100.00% | 100.00% |
07.05.2024 | 0.95% | 85.09 % | 85.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'552 CHF | 212'552 CHF | 100.00% | 100.00% |
06.05.2024 | 0.95% | 83.61 % | 84.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'687 CHF | 210'687 CHF | 100.00% | 100.00% |
03.05.2024 | 0.97% | 82.52 % | 83.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'415 CHF | 206'415 CHF | 98.70% | 98.70% |
02.05.2024 | 0.96% | 80.47 % | 81.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'292 CHF | 209'292 CHF | 99.99% | 99.99% |