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 | 0.81% | 98.91 % | 99.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'068 CHF | 249'068 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.39 % | 99.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'424 CHF | 247'424 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.53 % | 99.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'128 CHF | 248'128 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 97.72 % | 98.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'464 CHF | 246'464 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 97.61 % | 98.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'842 CHF | 246'842 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 97.25 % | 98.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'096 CHF | 245'096 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 96.58 % | 97.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'588 CHF | 243'588 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 96.70 % | 97.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'392 CHF | 244'392 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 96.52 % | 97.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'226 CHF | 245'226 CHF | 98.80% | 98.80% |
02.05.2024 | 0.81% | 98.18 % | 98.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'119 CHF | 247'119 CHF | 100.00% | 100.00% |