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 | 0.37% | 109.50 % | 109.90 % | 250'000 | 250'000 | 249'764 | 249'764 | 273'665 CHF | 274'665 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 109.40 % | 109.80 % | 250'000 | 250'000 | 249'166 | 249'166 | 272'198 CHF | 273'195 CHF | 98.61% | 98.61% |
14.05.2024 | 0.37% | 109.10 % | 109.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'373 CHF | 273'373 CHF | 98.85% | 98.85% |
13.05.2024 | 0.37% | 109.00 % | 109.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'492 CHF | 273'492 CHF | 99.66% | 99.66% |
10.05.2024 | 0.37% | 109.00 % | 109.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'236 CHF | 273'236 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 108.40 % | 108.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'860 CHF | 271'860 CHF | 97.57% | 97.57% |
07.05.2024 | 0.37% | 108.10 % | 108.50 % | 250'000 | 250'000 | 249'960 | 249'960 | 269'510 CHF | 270'510 CHF | 99.78% | 99.78% |
06.05.2024 | 0.37% | 107.10 % | 107.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'926 CHF | 268'926 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 106.70 % | 107.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'537 CHF | 267'537 CHF | 99.80% | 99.80% |
02.05.2024 | 0.38% | 106.20 % | 106.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'158 CHF | 267'158 CHF | 100.00% | 100.00% |