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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.87% | 91.08 % | 91.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'576 CHF | 230'576 CHF | 100.00% | 100.00% |
22.05.2024 | 0.88% | 90.75 % | 91.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'206 CHF | 227'206 CHF | 100.00% | 100.00% |
21.05.2024 | 0.86% | 91.63 % | 92.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'518 CHF | 233'518 CHF | 87.03% | 87.03% |
17.05.2024 | 0.83% | 96.45 % | 97.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'972 CHF | 242'972 CHF | 100.00% | 100.00% |
16.05.2024 | 0.81% | 97.93 % | 98.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'200 CHF | 247'200 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 97.43 % | 98.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'976 CHF | 243'976 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 96.40 % | 97.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'718 CHF | 243'718 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 96.65 % | 97.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'450 CHF | 244'450 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 96.90 % | 97.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'520 CHF | 245'520 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.34 % | 99.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'638 CHF | 248'638 CHF | 100.00% | 100.00% |