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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.85% | 94.07 % | 94.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'151 CHF | 237'151 CHF | 100.00% | 100.00% |
24.05.2024 | 0.85% | 93.77 % | 94.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'570 CHF | 236'570 CHF | 100.00% | 100.00% |
23.05.2024 | 0.85% | 94.32 % | 95.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'670 CHF | 237'670 CHF | 100.00% | 100.00% |
22.05.2024 | 0.85% | 94.04 % | 94.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'204 CHF | 237'204 CHF | 100.00% | 100.00% |
21.05.2024 | 0.84% | 94.91 % | 95.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'509 CHF | 239'509 CHF | 100.00% | 100.00% |
17.05.2024 | 0.83% | 95.54 % | 96.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'693 CHF | 240'693 CHF | 100.00% | 100.00% |
16.05.2024 | 0.85% | 94.24 % | 95.04 % | 250'000 | 245'000 | 250'000 | 245'567 | 235'484 CHF | 233'273 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 93.62 % | 94.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'614 CHF | 235'614 CHF | 100.00% | 100.00% |
14.05.2024 | 0.85% | 94.14 % | 94.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'959 CHF | 236'959 CHF | 100.00% | 100.00% |
13.05.2024 | 0.85% | 93.48 % | 94.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'619 CHF | 235'619 CHF | 100.00% | 100.00% |