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% | 99.43 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'674 CHF | 250'674 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'642 CHF | 250'642 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.41 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'327 CHF | 250'327 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.01 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'878 CHF | 249'878 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.19 % | 99.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'687 CHF | 249'687 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'021 CHF | 249'021 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.94 % | 99.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'144 CHF | 249'144 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'154 CHF | 246'154 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.39 % | 98.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'214 CHF | 245'214 CHF | 98.95% | 98.95% |
02.05.2024 | 0.82% | 96.75 % | 97.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'683 CHF | 243'683 CHF | 100.00% | 100.00% |