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% | 97.00 % | 97.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'035 CHF | 244'035 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 97.33 % | 98.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'557 CHF | 244'557 CHF | 100.00% | 100.00% |
14.05.2024 | 0.83% | 96.38 % | 97.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'782 CHF | 241'782 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 94.32 % | 95.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'006 CHF | 238'006 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 95.58 % | 96.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'639 CHF | 239'639 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 92.89 % | 93.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'264 CHF | 230'264 CHF | 100.00% | 100.00% |
07.05.2024 | 0.88% | 89.80 % | 90.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'039 CHF | 227'039 CHF | 100.00% | 100.00% |
06.05.2024 | 0.89% | 89.46 % | 90.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'226 CHF | 226'226 CHF | 100.00% | 100.00% |
03.05.2024 | 0.89% | 88.70 % | 89.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'101 CHF | 226'101 CHF | 99.12% | 99.12% |
02.05.2024 | 0.91% | 87.94 % | 88.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'130 CHF | 220'130 CHF | 100.00% | 100.00% |