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% | 94.14 % | 94.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'541 CHF | 238'541 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 94.02 % | 94.82 % | 250'000 | 236'000 | 250'000 | 247'156 | 234'295 CHF | 233'601 CHF | 100.00% | 100.00% |
14.05.2024 | 0.87% | 92.33 % | 93.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'619 CHF | 231'619 CHF | 100.00% | 100.00% |
13.05.2024 | 0.89% | 90.14 % | 90.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'533 CHF | 226'533 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 90.00 % | 90.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'924 CHF | 227'924 CHF | 100.00% | 100.00% |
08.05.2024 | 0.90% | 88.69 % | 89.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'821 CHF | 223'821 CHF | 100.00% | 100.00% |
07.05.2024 | 0.89% | 89.92 % | 90.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'128 CHF | 226'128 CHF | 100.00% | 100.00% |
06.05.2024 | 0.90% | 88.53 % | 89.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'085 CHF | 223'085 CHF | 100.00% | 100.00% |
03.05.2024 | 0.90% | 87.80 % | 88.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'065 CHF | 223'065 CHF | 98.95% | 98.95% |
02.05.2024 | 0.92% | 86.45 % | 87.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'070 CHF | 219'070 CHF | 100.00% | 100.00% |