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 | 0.82% | 97.30 % | 98.10 % | 250'000 | 243'000 | 250'000 | 245'266 | 243'515 CHF | 240'868 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 97.01 % | 97.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'264 CHF | 244'264 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 96.64 % | 97.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'527 CHF | 243'527 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 96.86 % | 97.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'862 CHF | 243'862 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 96.75 % | 97.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'937 CHF | 243'937 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 96.48 % | 97.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'123 CHF | 243'123 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 96.33 % | 97.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'424 CHF | 242'424 CHF | 100.00% | 100.00% |
06.05.2024 | 0.83% | 96.05 % | 96.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'256 CHF | 242'256 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 95.71 % | 96.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'145 CHF | 241'145 CHF | 99.34% | 99.34% |
02.05.2024 | 0.82% | 96.47 % | 97.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'920 CHF | 243'920 CHF | 100.00% | 100.00% |