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% | 98.79 % | 99.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'000 CHF | 248'000 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'874 CHF | 248'874 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 98.94 % | 99.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'495 CHF | 249'495 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.94 % | 99.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'436 CHF | 249'436 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.71 % | 99.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'912 CHF | 248'912 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 97.71 % | 98.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'307 CHF | 246'307 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 97.77 % | 98.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'615 CHF | 246'615 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.65 % | 98.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'466 CHF | 245'466 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 96.83 % | 97.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'412 CHF | 243'412 CHF | 99.71% | 99.71% |
02.05.2024 | 0.83% | 95.51 % | 96.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'294 CHF | 241'294 CHF | 100.00% | 100.00% |