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 | 0.39% | 101.40 % | 101.80 % | 250'000 | 250'000 | 249'651 | 249'651 | 253'639 CHF | 254'638 CHF | 100.00% | 100.00% |
15.05.2024 | 0.21% | 97.70 % | 97.90 % | 250'000 | 250'000 | 249'182 | 249'182 | 242'485 CHF | 242'984 CHF | 100.00% | 100.00% |
14.05.2024 | 0.21% | 96.00 % | 96.20 % | 250'000 | 250'000 | 249'964 | 249'964 | 238'968 CHF | 239'467 CHF | 99.03% | 99.03% |
13.05.2024 | 0.41% | 97.60 % | 98.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'678 CHF | 243'678 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 96.50 % | 96.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'942 CHF | 242'942 CHF | 100.00% | 100.00% |
08.05.2024 | 0.21% | 95.00 % | 95.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'634 CHF | 238'134 CHF | 98.03% | 98.03% |
07.05.2024 | 0.21% | 94.80 % | 95.00 % | 250'000 | 250'000 | 249'954 | 249'954 | 235'397 CHF | 235'897 CHF | 99.47% | 99.47% |
06.05.2024 | 0.43% | 93.50 % | 93.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'132 CHF | 234'132 CHF | 100.00% | 100.00% |
03.05.2024 | 0.38% | 92.70 % | 93.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'004 CHF | 230'874 CHF | 99.98% | 99.98% |
02.05.2024 | 0.21% | 91.30 % | 91.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'311 CHF | 233'811 CHF | 99.98% | 99.98% |