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 | 0.83% | 96.42 % | 97.22 % | 250'000 | 225'000 | 250'000 | 246'042 | 240'688 CHF | 238'840 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 96.92 % | 97.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'920 CHF | 243'920 CHF | 100.00% | 100.00% |
13.05.2024 | 0.83% | 96.20 % | 97.00 % | 250'000 | 240'000 | 250'000 | 245'540 | 240'559 CHF | 238'236 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 95.86 % | 96.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'240 CHF | 242'240 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 95.58 % | 96.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'027 CHF | 241'027 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 95.32 % | 96.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'162 CHF | 240'162 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 95.23 % | 96.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'387 CHF | 240'387 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 95.40 % | 96.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'486 CHF | 241'486 CHF | 98.79% | 98.79% |
02.05.2024 | 0.85% | 94.10 % | 94.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'356 CHF | 237'356 CHF | 100.00% | 100.00% |
30.04.2024 | 0.84% | 94.14 % | 94.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'646 CHF | 238'646 CHF | 100.00% | 100.00% |