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% | 97.05 % | 97.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'898 CHF | 243'898 CHF | 100.00% | 100.00% |
15.05.2024 | 0.84% | 95.32 % | 96.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'202 CHF | 238'202 CHF | 87.78% | 87.78% |
14.05.2024 | 0.83% | 95.65 % | 96.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'954 CHF | 240'954 CHF | 100.00% | 100.00% |
13.05.2024 | 0.85% | 93.38 % | 94.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'648 CHF | 235'648 CHF | 79.27% | 79.27% |
10.05.2024 | 0.85% | 92.22 % | 93.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'024 CHF | 235'024 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 91.39 % | 92.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'802 CHF | 229'802 CHF | 100.00% | 100.00% |
07.05.2024 | 0.89% | 89.69 % | 90.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'493 CHF | 225'493 CHF | 100.00% | 100.00% |
06.05.2024 | 0.88% | 89.18 % | 89.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'079 CHF | 227'079 CHF | 100.00% | 100.00% |
03.05.2024 | 0.87% | 90.01 % | 90.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'163 CHF | 232'163 CHF | 99.42% | 99.42% |
02.05.2024 | 0.93% | 85.76 % | 86.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'221 CHF | 216'221 CHF | 100.00% | 100.00% |