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 | 0.89% | 89.97 % | 90.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'011 CHF | 226'011 CHF | 100.00% | 100.00% |
14.05.2024 | 0.88% | 90.72 % | 91.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'267 CHF | 228'267 CHF | 99.99% | 99.99% |
13.05.2024 | 0.89% | 89.51 % | 90.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'846 CHF | 225'846 CHF | 100.00% | 100.00% |
10.05.2024 | 0.89% | 89.12 % | 89.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'920 CHF | 225'920 CHF | 100.00% | 100.00% |
08.05.2024 | 0.90% | 88.72 % | 89.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'570 CHF | 223'570 CHF | 100.00% | 100.00% |
07.05.2024 | 0.91% | 88.08 % | 88.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'804 CHF | 221'804 CHF | 100.00% | 100.00% |
06.05.2024 | 0.90% | 87.98 % | 88.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'960 CHF | 222'960 CHF | 100.00% | 100.00% |
03.05.2024 | 0.89% | 88.45 % | 89.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'292 CHF | 225'292 CHF | 99.75% | 99.75% |
02.05.2024 | 0.92% | 86.39 % | 87.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'074 CHF | 218'074 CHF | 100.00% | 100.00% |
30.04.2024 | 0.91% | 86.31 % | 87.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'681 CHF | 220'681 CHF | 100.00% | 100.00% |