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 | 0.84% | 94.45 % | 95.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'438 CHF | 238'438 CHF | 100.00% | 100.00% |
15.05.2024 | 0.86% | 93.77 % | 94.57 % | 250'000 | 240'000 | 250'000 | 247'999 | 232'913 CHF | 233'022 CHF | 100.00% | 100.00% |
14.05.2024 | 0.86% | 92.62 % | 93.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'592 CHF | 234'592 CHF | 100.00% | 100.00% |
13.05.2024 | 0.85% | 92.72 % | 93.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'503 CHF | 235'503 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 93.74 % | 94.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'266 CHF | 238'266 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 96.24 % | 97.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'644 CHF | 243'644 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 97.82 % | 98.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'845 CHF | 246'845 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 97.77 % | 98.57 % | 150'000 | 250'000 | 216'652 | 250'000 | 212'131 CHF | 246'803 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.10 % | 97.90 % | 250'000 | 220'000 | 250'000 | 246'864 | 241'745 CHF | 240'674 CHF | 99.64% | 99.64% |
02.05.2024 | 0.82% | 96.56 % | 97.36 % | 250'000 | 50'000 | 250'000 | 202'918 | 241'724 CHF | 197'945 CHF | 100.00% | 100.00% |