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 | 0.89% | 89.50 % | 90.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'336 CHF | 226'336 CHF | 100.00% | 100.00% |
15.05.2024 | 0.92% | 86.87 % | 87.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'265 CHF | 217'265 CHF | 100.00% | 100.00% |
14.05.2024 | 0.94% | 85.04 % | 85.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'196 CHF | 214'196 CHF | 100.00% | 100.00% |
13.05.2024 | 0.92% | 86.42 % | 87.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'288 CHF | 217'288 CHF | 100.00% | 100.00% |
10.05.2024 | 0.93% | 85.61 % | 86.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'097 CHF | 216'097 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 83.70 % | 84.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'611 CHF | 210'611 CHF | 100.00% | 100.00% |
07.05.2024 | 0.97% | 82.65 % | 83.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'369 CHF | 206'369 CHF | 100.00% | 100.00% |
06.05.2024 | 0.98% | 81.00 % | 81.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'337 CHF | 205'337 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 80.63 % | 81.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'558 CHF | 202'558 CHF | 98.82% | 98.82% |
02.05.2024 | 0.98% | 79.27 % | 80.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'536 CHF | 204'536 CHF | 100.00% | 100.00% |