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 | 0.82% | 97.09 % | 97.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'155 CHF | 244'155 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 96.73 % | 97.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'888 CHF | 243'888 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 95.68 % | 96.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'250 CHF | 240'250 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 94.94 % | 95.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'779 CHF | 238'779 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 94.60 % | 95.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'274 CHF | 239'274 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 95.54 % | 96.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'384 CHF | 240'384 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 94.45 % | 95.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'993 CHF | 238'993 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 95.00 % | 95.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'529 CHF | 239'529 CHF | 99.60% | 99.60% |
02.05.2024 | 0.84% | 94.42 % | 95.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'251 CHF | 238'251 CHF | 100.00% | 100.00% |
30.04.2024 | 0.86% | 93.31 % | 94.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'843 CHF | 233'843 CHF | 100.00% | 100.00% |