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 | 0.81% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'260 CHF | 249'260 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.84 % | 99.64 % | 250'000 | 150'000 | 250'000 | 239'148 | 247'154 CHF | 238'341 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.85 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'163 CHF | 249'163 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.82 % | 99.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'243 CHF | 249'243 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 200'000 | 250'000 | 204'017 | 246'831 CHF | 203'065 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.74 % | 99.54 % | 250'000 | 200'000 | 250'000 | 216'004 | 246'524 CHF | 214'722 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.43 % | 99.23 % | 250'000 | 240'000 | 250'000 | 246'709 | 246'022 CHF | 244'757 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'639 CHF | 247'639 CHF | 99.25% | 99.25% |
02.05.2024 | 0.81% | 98.09 % | 98.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'341 CHF | 247'341 CHF | 100.00% | 100.00% |
30.04.2024 | 0.81% | 98.09 % | 98.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'407 CHF | 247'407 CHF | 100.00% | 100.00% |