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 | 0.91% | 86.71 % | 87.51 % | 215'000 | 250'000 | 242'555 | 250'000 | 211'133 CHF | 219'595 CHF | 100.00% | 100.00% |
15.05.2024 | 0.92% | 86.50 % | 87.30 % | 250'000 | 243'000 | 250'000 | 247'318 | 217'385 CHF | 217'037 CHF | 100.00% | 100.00% |
14.05.2024 | 0.93% | 86.83 % | 87.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'703 CHF | 216'703 CHF | 100.00% | 100.00% |
13.05.2024 | 0.94% | 86.43 % | 87.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'771 CHF | 213'771 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 81.66 % | 82.46 % | 250'000 | 215'000 | 250'000 | 222'569 | 202'738 CHF | 182'223 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 79.80 % | 80.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'979 CHF | 201'979 CHF | 100.00% | 100.00% |
07.05.2024 | 0.97% | 81.24 % | 82.04 % | 225'000 | 240'000 | 241'937 | 245'947 | 197'946 CHF | 203'165 CHF | 100.00% | 100.00% |
06.05.2024 | 0.96% | 83.19 % | 83.99 % | 250'000 | 225'000 | 250'000 | 234'233 | 206'491 CHF | 195'282 CHF | 100.00% | 100.00% |
03.05.2024 | 0.97% | 82.08 % | 82.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'250 CHF | 207'250 CHF | 99.28% | 99.28% |
02.05.2024 | 0.95% | 83.39 % | 84.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'829 CHF | 210'829 CHF | 100.00% | 100.00% |