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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 100'000 | 250'000 | 218'663 | 248'221 CHF | 218'661 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.85 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'485 CHF | 248'485 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.77 % | 99.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'380 CHF | 248'380 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.35 % | 99.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'226 CHF | 248'226 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.30 % | 99.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'337 CHF | 247'337 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.58 % | 99.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'866 CHF | 247'866 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.37 % | 99.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'906 CHF | 246'906 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 96.46 % | 97.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'752 CHF | 242'752 CHF | 99.59% | 99.59% |
02.05.2024 | 0.83% | 95.45 % | 96.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'788 CHF | 240'788 CHF | 100.00% | 100.00% |
30.04.2024 | 0.82% | 97.63 % | 98.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'709 CHF | 245'709 CHF | 100.00% | 100.00% |