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 | 0.82% | 97.47 % | 98.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'466 CHF | 245'466 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 97.53 % | 98.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'701 CHF | 245'701 CHF | 99.98% | 99.98% |
13.05.2024 | 0.82% | 97.35 % | 98.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'195 CHF | 245'195 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 96.65 % | 97.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'764 CHF | 243'764 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 95.65 % | 96.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'229 CHF | 241'229 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 94.74 % | 95.54 % | 250'000 | 185'000 | 250'000 | 195'943 | 236'467 CHF | 186'886 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 94.53 % | 95.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'018 CHF | 238'018 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 94.13 % | 94.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'943 CHF | 237'943 CHF | 99.15% | 99.15% |
02.05.2024 | 0.85% | 93.68 % | 94.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'398 CHF | 236'398 CHF | 100.00% | 100.00% |
30.04.2024 | 0.85% | 93.91 % | 94.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'233 CHF | 237'233 CHF | 100.00% | 100.00% |