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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'062 CHF | 248'062 CHF | 100.00% | 100.00% |
16.05.2024 | 0.81% | 98.84 % | 99.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'254 CHF | 249'254 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.67 % | 99.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'364 CHF | 248'364 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.44 % | 99.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'806 CHF | 246'806 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 98.28 % | 99.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'394 CHF | 245'394 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 95.62 % | 96.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'113 CHF | 240'113 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.36 % | 99.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'229 CHF | 248'229 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.43 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'620 CHF | 251'628 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'941 CHF | 252'958 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'124 CHF | 251'125 CHF | 99.65% | 99.65% |