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 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'343 CHF | 252'350 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'446 CHF | 251'446 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.46 % | 100.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'158 CHF | 250'158 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.85 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'638 CHF | 248'638 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.53 % | 99.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'612 CHF | 248'612 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.47 % | 99.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'946 CHF | 247'946 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'530 CHF | 246'530 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.49 % | 98.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'606 CHF | 245'606 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 96.85 % | 97.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'748 CHF | 244'748 CHF | 99.07% | 99.07% |
02.05.2024 | 0.82% | 97.22 % | 98.02 % | 250'000 | 50'000 | 250'000 | 136'771 | 242'638 CHF | 133'924 CHF | 100.00% | 100.00% |