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 | 0.87% | 91.47 % | 92.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'736 CHF | 230'736 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 94.48 % | 95.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'196 CHF | 236'196 CHF | 100.00% | 100.00% |
14.05.2024 | 0.87% | 91.46 % | 92.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'565 CHF | 231'565 CHF | 100.00% | 100.00% |
13.05.2024 | 0.86% | 92.44 % | 93.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'609 CHF | 233'609 CHF | 100.00% | 100.00% |
10.05.2024 | 0.85% | 93.21 % | 94.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'678 CHF | 235'678 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 92.65 % | 93.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'651 CHF | 234'651 CHF | 100.00% | 100.00% |
07.05.2024 | 0.86% | 92.71 % | 93.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'999 CHF | 232'999 CHF | 100.00% | 100.00% |
06.05.2024 | 0.86% | 91.88 % | 92.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'417 CHF | 232'417 CHF | 100.00% | 100.00% |
03.05.2024 | 0.87% | 92.10 % | 92.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'996 CHF | 231'996 CHF | 99.77% | 99.77% |
02.05.2024 | 0.87% | 91.32 % | 92.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'354 CHF | 231'354 CHF | 100.00% | 100.00% |