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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.80% | 99.36 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'402 CHF | 250'402 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.36 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'534 CHF | 250'534 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.28 % | 100.08 % | 200'000 | 250'000 | 205'768 | 250'000 | 204'604 CHF | 250'595 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.93 % | 99.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'930 CHF | 248'930 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.71 % | 99.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'230 CHF | 248'230 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.40 % | 99.20 % | 200'000 | 250'000 | 216'863 | 250'000 | 213'478 CHF | 248'117 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.12 % | 98.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'571 CHF | 247'571 CHF | 98.93% | 98.93% |
02.05.2024 | 0.81% | 97.61 % | 98.41 % | 250'000 | 220'000 | 250'000 | 246'849 | 244'415 CHF | 243'314 CHF | 100.00% | 100.00% |
30.04.2024 | 0.81% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'546 CHF | 246'546 CHF | 100.00% | 100.00% |
29.04.2024 | 0.81% | 97.70 % | 98.50 % | 250'000 | 20'000 | 250'000 | 103'103 | 244'501 CHF | 101'673 CHF | 100.00% | 100.00% |