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 | 0.83% | 96.29 % | 97.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'619 CHF | 242'619 CHF | 100.00% | 100.00% |
15.05.2024 | 0.83% | 96.00 % | 96.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'423 CHF | 242'423 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 97.40 % | 98.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'492 CHF | 245'492 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 96.96 % | 97.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'207 CHF | 244'207 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 96.65 % | 97.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'796 CHF | 243'796 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 96.45 % | 97.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'081 CHF | 243'081 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 95.69 % | 96.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'872 CHF | 240'872 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 95.22 % | 96.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'450 CHF | 240'450 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 95.37 % | 96.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'934 CHF | 239'934 CHF | 99.21% | 99.21% |
02.05.2024 | 0.84% | 94.96 % | 95.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'651 CHF | 239'651 CHF | 100.00% | 100.00% |