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% | 98.81 % | 99.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'320 CHF | 249'320 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.72 % | 99.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'334 CHF | 248'334 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.39 % | 99.19 % | 250'000 | 230'000 | 250'000 | 232'999 | 245'603 CHF | 230'766 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.14 % | 98.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'208 CHF | 247'208 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 97.92 % | 98.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'084 CHF | 247'084 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 97.53 % | 98.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'352 CHF | 245'352 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 97.20 % | 98.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'420 CHF | 244'420 CHF | 100.00% | 100.00% |
06.05.2024 | 0.83% | 96.54 % | 97.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'354 CHF | 243'354 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 96.19 % | 96.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'581 CHF | 242'581 CHF | 99.20% | 99.20% |
02.05.2024 | 0.83% | 95.90 % | 96.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'967 CHF | 242'967 CHF | 100.00% | 100.00% |