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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 0.82% | 96.54 % | 97.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'677 CHF | 243'677 CHF | 99.99% | 99.99% |
13.06.2024 | 0.82% | 97.31 % | 98.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'928 CHF | 245'928 CHF | 100.00% | 100.00% |
12.06.2024 | 0.82% | 97.83 % | 98.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'293 CHF | 245'293 CHF | 100.00% | 100.00% |
11.06.2024 | 0.82% | 96.98 % | 97.78 % | 250'000 | 200'000 | 250'000 | 244'384 | 242'985 CHF | 239'493 CHF | 100.00% | 100.00% |
10.06.2024 | 0.82% | 97.07 % | 97.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'347 CHF | 244'347 CHF | 100.00% | 100.00% |
07.06.2024 | 0.82% | 97.52 % | 98.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'953 CHF | 245'953 CHF | 100.00% | 100.00% |
05.06.2024 | 0.81% | 98.62 % | 99.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'000 CHF | 248'000 CHF | 100.00% | 100.00% |
04.06.2024 | 0.81% | 98.01 % | 98.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'533 CHF | 247'533 CHF | 100.00% | 100.00% |
03.06.2024 | 0.81% | 98.19 % | 98.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'761 CHF | 247'761 CHF | 100.00% | 100.00% |
31.05.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'504 CHF | 247'504 CHF | 100.00% | 100.00% |