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 | 0.71% | 98.25 % | 98.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'579 CHF | 247'329 CHF | 98.31% | 98.31% |
15.05.2024 | 0.72% | 97.66 % | 98.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'774 CHF | 245'524 CHF | 100.00% | 100.00% |
14.05.2024 | 0.72% | 97.30 % | 98.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'902 CHF | 244'652 CHF | 100.00% | 100.00% |
13.05.2024 | 0.72% | 97.50 % | 98.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'690 CHF | 245'440 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 97.19 % | 97.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'209 CHF | 244'959 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 96.77 % | 97.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'860 CHF | 243'610 CHF | 100.00% | 100.00% |
07.05.2024 | 0.73% | 96.45 % | 97.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'330 CHF | 242'080 CHF | 100.00% | 100.00% |
06.05.2024 | 0.73% | 95.77 % | 96.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'650 CHF | 241'400 CHF | 100.00% | 100.00% |
03.05.2024 | 0.73% | 95.45 % | 96.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'312 CHF | 240'062 CHF | 100.00% | 100.00% |
02.05.2024 | 0.73% | 94.99 % | 95.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'740 CHF | 240'490 CHF | 100.00% | 100.00% |