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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 245'000 | 250'000 | 249'845 | 248'215 CHF | 250'060 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 99.42 % | 100.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'440 CHF | 250'440 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'890 CHF | 250'890 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'491 CHF | 250'491 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'096 CHF | 250'096 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.94 % | 99.74 % | 250'000 | 240'000 | 250'000 | 244'979 | 247'421 CHF | 244'415 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'812 CHF | 249'812 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.13 % | 99.93 % | 250'000 | 232'000 | 250'000 | 241'210 | 247'704 CHF | 240'920 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'886 CHF | 249'886 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.99 % | 99.79 % | 250'000 | 240'000 | 250'000 | 246'726 | 247'113 CHF | 245'848 CHF | 100.00% | 100.00% |