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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.81% | 97.85 % | 98.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'723 CHF | 246'723 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 97.78 % | 98.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'512 CHF | 246'512 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 97.31 % | 98.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'654 CHF | 244'654 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 96.50 % | 97.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'453 CHF | 244'453 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 97.29 % | 98.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'172 CHF | 245'172 CHF | 99.99% | 99.99% |
07.05.2024 | 0.83% | 95.64 % | 96.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'359 CHF | 243'359 CHF | 100.00% | 100.00% |
06.05.2024 | 0.83% | 96.07 % | 96.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'164 CHF | 242'164 CHF | 99.99% | 99.99% |
03.05.2024 | 0.83% | 95.40 % | 96.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'550 CHF | 241'550 CHF | 99.65% | 99.65% |
02.05.2024 | 0.84% | 95.19 % | 95.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'710 CHF | 239'710 CHF | 100.00% | 100.00% |
30.04.2024 | 0.85% | 93.70 % | 94.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'324 CHF | 237'324 CHF | 100.00% | 100.00% |