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% | 98.70 % | 99.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'954 CHF | 248'954 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.68 % | 99.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'438 CHF | 248'438 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'659 CHF | 247'659 CHF | 99.98% | 99.98% |
13.05.2024 | 0.81% | 98.44 % | 99.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'727 CHF | 246'727 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 97.05 % | 97.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'069 CHF | 244'069 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 96.13 % | 96.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'460 CHF | 242'460 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 96.61 % | 97.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'440 CHF | 244'440 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.26 % | 98.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'502 CHF | 244'502 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 96.67 % | 97.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'551 CHF | 243'551 CHF | 99.22% | 99.22% |
02.05.2024 | 0.82% | 96.63 % | 97.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'798 CHF | 243'798 CHF | 100.00% | 100.00% |