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 | 0.81% | 97.90 % | 98.70 % | 250'000 | 238'000 | 250'000 | 239'441 | 244'765 CHF | 236'343 CHF | 100.00% | 100.00% |
16.05.2024 | 0.81% | 97.90 % | 98.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'790 CHF | 246'790 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 97.72 % | 98.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'235 CHF | 246'235 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 97.63 % | 98.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'016 CHF | 246'016 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.88 % | 99.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'189 CHF | 249'189 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 98.92 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'527 CHF | 249'527 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'536 CHF | 249'536 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.05 % | 99.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'565 CHF | 249'565 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.90 % | 99.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'066 CHF | 249'066 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.59 % | 99.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'322 CHF | 248'322 CHF | 99.17% | 99.17% |