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 | 0.80% | 98.93 % | 99.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'486 CHF | 249'486 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 98.94 % | 99.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'484 CHF | 249'484 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 98.85 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'659 CHF | 249'659 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'792 CHF | 247'792 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 97.64 % | 98.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'419 CHF | 247'419 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'656 CHF | 248'656 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 97.26 % | 98.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'183 CHF | 247'183 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 97.72 % | 98.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'861 CHF | 246'861 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.21 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'970 CHF | 247'970 CHF | 99.75% | 99.75% |
02.05.2024 | 0.81% | 97.91 % | 98.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'928 CHF | 246'928 CHF | 100.00% | 100.00% |