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 | 0.93% | 85.13 % | 85.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'132 CHF | 215'132 CHF | 100.00% | 100.00% |
22.05.2024 | 0.95% | 84.73 % | 85.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'386 CHF | 212'386 CHF | 100.00% | 100.00% |
21.05.2024 | 0.94% | 84.86 % | 85.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'730 CHF | 213'730 CHF | 100.00% | 100.00% |
17.05.2024 | 0.95% | 83.74 % | 84.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'255 CHF | 211'255 CHF | 100.00% | 100.00% |
16.05.2024 | 0.93% | 84.99 % | 85.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'508 CHF | 215'508 CHF | 100.00% | 100.00% |
15.05.2024 | 0.89% | 88.87 % | 89.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'420 CHF | 225'420 CHF | 100.00% | 100.00% |
14.05.2024 | 0.90% | 89.12 % | 89.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'856 CHF | 222'856 CHF | 100.00% | 100.00% |
13.05.2024 | 0.91% | 88.95 % | 89.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'577 CHF | 220'577 CHF | 100.00% | 100.00% |
10.05.2024 | 0.95% | 84.76 % | 85.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'628 CHF | 212'628 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 83.36 % | 84.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'745 CHF | 210'745 CHF | 100.00% | 100.00% |