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 | 0.83% | 96.14 % | 96.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'114 CHF | 242'114 CHF | 100.00% | 100.00% |
15.05.2024 | 0.83% | 96.56 % | 97.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'038 CHF | 242'038 CHF | 100.00% | 100.00% |
14.05.2024 | 0.84% | 94.50 % | 95.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'453 CHF | 238'453 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 94.94 % | 95.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'565 CHF | 239'565 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 95.38 % | 96.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'109 CHF | 241'109 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 94.98 % | 95.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'418 CHF | 240'418 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 95.34 % | 96.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'528 CHF | 239'528 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 94.45 % | 95.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'382 CHF | 238'382 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 94.24 % | 95.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'397 CHF | 237'397 CHF | 99.01% | 99.01% |
02.05.2024 | 0.85% | 93.39 % | 94.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'261 CHF | 236'261 CHF | 100.00% | 100.00% |