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% | 97.65 % | 98.45 % | 250'000 | 90'000 | 250'000 | 119'786 | 243'982 CHF | 117'852 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 97.50 % | 98.30 % | 250'000 | 15'000 | 250'000 | 119'127 | 243'439 CHF | 116'885 CHF | 98.36% | 100.00% |
13.05.2024 | 0.82% | 96.97 % | 97.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'475 CHF | 244'475 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 97.23 % | 98.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'633 CHF | 244'633 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 96.10 % | 96.90 % | 250'000 | 170'000 | 250'000 | 221'654 | 239'012 CHF | 213'654 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 95.52 % | 96.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'361 CHF | 241'361 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 95.41 % | 96.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'413 CHF | 240'413 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 94.83 % | 95.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'712 CHF | 239'712 CHF | 99.80% | 99.80% |
02.05.2024 | 0.84% | 95.04 % | 95.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'025 CHF | 239'025 CHF | 100.00% | 100.00% |
30.04.2024 | 0.85% | 93.98 % | 94.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'486 CHF | 237'486 CHF | 100.00% | 100.00% |