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% | 98.67 % | 99.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'891 CHF | 248'891 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.68 % | 99.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'519 CHF | 248'519 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'369 CHF | 248'369 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'568 CHF | 248'568 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.57 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'209 CHF | 248'209 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.28 % | 99.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'350 CHF | 247'350 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 97.75 % | 98.55 % | 250'000 | 130'000 | 250'000 | 223'416 | 244'368 CHF | 220'169 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.60 % | 98.40 % | 250'000 | 235'000 | 250'000 | 244'315 | 244'346 CHF | 240'745 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.32 % | 98.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'653 CHF | 245'653 CHF | 99.63% | 99.63% |
02.05.2024 | 0.82% | 97.23 % | 98.03 % | 250'000 | 212'000 | 250'000 | 245'334 | 242'840 CHF | 240'265 CHF | 100.00% | 100.00% |