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 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'979 CHF | 247'979 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.39 % | 99.19 % | 250'000 | 240'000 | 250'000 | 247'223 | 245'697 CHF | 244'942 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 97.93 % | 98.73 % | 250'000 | 240'000 | 250'000 | 249'552 | 244'864 CHF | 246'422 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 97.89 % | 98.69 % | 250'000 | 245'000 | 250'000 | 246'251 | 244'872 CHF | 243'170 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 97.85 % | 98.65 % | 250'000 | 240'000 | 250'000 | 240'573 | 245'059 CHF | 237'743 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'940 CHF | 250'940 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.45 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'486 CHF | 250'486 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.38 % | 100.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'557 CHF | 250'557 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'329 CHF | 250'329 CHF | 99.36% | 99.36% |
02.05.2024 | 0.80% | 98.92 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'648 CHF | 249'648 CHF | 100.00% | 100.00% |