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 | 0.81% | 97.80 % | 98.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'591 CHF | 246'591 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 97.42 % | 98.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'559 CHF | 244'559 CHF | 100.00% | 100.00% |
14.05.2024 | 0.83% | 96.55 % | 97.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'162 CHF | 243'162 CHF | 100.00% | 100.00% |
13.05.2024 | 0.83% | 95.67 % | 96.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'935 CHF | 240'935 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 95.28 % | 96.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'720 CHF | 240'720 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 95.27 % | 96.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'344 CHF | 239'344 CHF | 100.00% | 100.00% |
07.05.2024 | 0.85% | 94.70 % | 95.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'526 CHF | 237'526 CHF | 100.00% | 100.00% |
06.05.2024 | 0.85% | 93.84 % | 94.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'805 CHF | 236'805 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 93.77 % | 94.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'558 CHF | 236'558 CHF | 99.51% | 99.51% |
02.05.2024 | 0.85% | 93.94 % | 94.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'581 CHF | 237'581 CHF | 100.00% | 100.00% |