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 | 0.85% | 93.83 % | 94.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'370 CHF | 237'370 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 93.68 % | 94.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'005 CHF | 237'005 CHF | 100.00% | 100.00% |
14.05.2024 | 0.85% | 93.92 % | 94.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'935 CHF | 234'935 CHF | 100.00% | 100.00% |
13.05.2024 | 0.86% | 93.74 % | 94.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'787 CHF | 232'787 CHF | 100.00% | 100.00% |
10.05.2024 | 0.89% | 89.82 % | 90.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'326 CHF | 225'326 CHF | 100.00% | 100.00% |
08.05.2024 | 0.90% | 88.26 % | 89.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'948 CHF | 222'948 CHF | 100.00% | 100.00% |
07.05.2024 | 0.89% | 89.50 % | 90.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'885 CHF | 226'885 CHF | 100.00% | 100.00% |
06.05.2024 | 0.88% | 91.15 % | 91.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'750 CHF | 228'750 CHF | 100.00% | 100.00% |
03.05.2024 | 0.88% | 90.39 % | 91.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'008 CHF | 228'008 CHF | 98.68% | 98.68% |
02.05.2024 | 0.87% | 91.39 % | 92.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'927 CHF | 230'927 CHF | 100.00% | 100.00% |