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 | 0.86% | 92.90 % | 93.70 % | 250'000 | 245'000 | 250'000 | 245'967 | 232'227 CHF | 230'444 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 93.29 % | 94.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'847 CHF | 236'847 CHF | 100.00% | 100.00% |
14.05.2024 | 0.84% | 94.84 % | 95.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'738 CHF | 237'738 CHF | 100.00% | 100.00% |
13.05.2024 | 0.86% | 93.71 % | 94.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'835 CHF | 233'835 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 91.04 % | 91.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'274 CHF | 229'274 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 90.65 % | 91.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'005 CHF | 230'005 CHF | 100.00% | 100.00% |
07.05.2024 | 0.86% | 93.11 % | 93.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'536 CHF | 234'536 CHF | 100.00% | 100.00% |
06.05.2024 | 0.86% | 92.27 % | 93.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'961 CHF | 232'961 CHF | 100.00% | 100.00% |
03.05.2024 | 0.87% | 91.80 % | 92.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'669 CHF | 231'669 CHF | 99.40% | 99.40% |
02.05.2024 | 0.84% | 95.04 % | 95.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'936 CHF | 239'936 CHF | 100.00% | 100.00% |