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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 99.59 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'921 CHF | 250'921 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 99.23 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'458 CHF | 250'458 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.67 % | 99.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'139 CHF | 248'139 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.09 % | 98.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'925 CHF | 246'925 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.44 % | 99.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'786 CHF | 247'786 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.21 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'535 CHF | 247'535 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 97.50 % | 98.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'626 CHF | 245'626 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 97.11 % | 97.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'838 CHF | 243'838 CHF | 100.00% | 100.00% |
06.05.2024 | 0.83% | 96.31 % | 97.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'972 CHF | 242'972 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 95.84 % | 96.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'065 CHF | 241'065 CHF | 99.59% | 99.59% |