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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.80% | 99.01 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'746 CHF | 249'746 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'139 CHF | 251'139 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'793 CHF | 249'793 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'067 CHF | 250'067 CHF | 100.00% | 100.00% |
17.05.2024 | 0.81% | 98.77 % | 99.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'106 CHF | 248'106 CHF | 100.00% | 100.00% |
16.05.2024 | 0.81% | 98.82 % | 99.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'407 CHF | 249'407 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.55 % | 99.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'453 CHF | 248'453 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.42 % | 99.22 % | 250'000 | 245'000 | 250'000 | 249'770 | 244'866 CHF | 246'638 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 98.38 % | 99.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'136 CHF | 246'136 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 95.95 % | 96.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'911 CHF | 240'911 CHF | 100.00% | 100.00% |