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 | 0.56% | 88.86 % | 89.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'901 CHF | 225'151 CHF | 100.00% | 100.00% |
15.05.2024 | 0.56% | 89.10 % | 89.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'141 CHF | 223'391 CHF | 99.97% | 99.97% |
14.05.2024 | 0.58% | 87.29 % | 87.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'603 CHF | 216'853 CHF | 100.00% | 100.00% |
13.05.2024 | 0.60% | 84.14 % | 84.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'378 CHF | 210'628 CHF | 100.00% | 100.00% |
10.05.2024 | 0.59% | 84.14 % | 84.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'631 CHF | 212'881 CHF | 100.00% | 100.00% |
08.05.2024 | 0.60% | 82.70 % | 83.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'687 CHF | 207'937 CHF | 100.00% | 100.00% |
07.05.2024 | 0.60% | 83.67 % | 84.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'364 CHF | 209'614 CHF | 100.00% | 100.00% |
06.05.2024 | 0.60% | 82.51 % | 83.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'059 CHF | 207'309 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 82.07 % | 82.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'785 CHF | 207'035 CHF | 100.00% | 100.00% |
02.05.2024 | 0.62% | 79.37 % | 79.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'626 CHF | 200'876 CHF | 100.00% | 100.00% |