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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.81% | 97.82 % | 98.62 % | 250'000 | 246'000 | 250'000 | 249'339 | 244'666 CHF | 246'014 CHF | 100.00% | 100.00% |
23.05.2024 | 0.81% | 98.23 % | 99.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'540 CHF | 247'540 CHF | 100.00% | 100.00% |
22.05.2024 | 0.81% | 98.21 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'798 CHF | 246'798 CHF | 100.00% | 100.00% |
21.05.2024 | 0.81% | 97.75 % | 98.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'747 CHF | 246'747 CHF | 100.00% | 100.00% |
17.05.2024 | 0.81% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'355 CHF | 247'355 CHF | 100.00% | 100.00% |
16.05.2024 | 0.81% | 98.32 % | 99.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'890 CHF | 247'890 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 210'000 | 250'000 | 242'684 | 249'816 CHF | 244'434 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.48 % | 100.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'688 CHF | 250'688 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'691 CHF | 249'691 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 98.85 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'460 CHF | 249'460 CHF | 100.00% | 100.00% |