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 | 0.88% | 90.77 % | 91.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'574 CHF | 227'574 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 93.14 % | 93.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'361 CHF | 237'361 CHF | 100.00% | 100.00% |
14.05.2024 | 0.86% | 94.51 % | 95.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'322 CHF | 234'322 CHF | 100.00% | 100.00% |
13.05.2024 | 0.86% | 92.95 % | 93.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'453 CHF | 232'453 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 91.49 % | 92.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'135 CHF | 233'135 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 92.81 % | 93.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'424 CHF | 233'424 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 94.02 % | 94.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'797 CHF | 237'797 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 94.51 % | 95.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'652 CHF | 238'652 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 93.40 % | 94.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'456 CHF | 236'456 CHF | 99.34% | 99.34% |
02.05.2024 | 0.85% | 93.36 % | 94.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'102 CHF | 237'102 CHF | 99.99% | 99.99% |