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 | 0.82% | 97.70 % | 98.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'247 CHF | 246'247 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'700 CHF | 245'700 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 97.02 % | 97.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'471 CHF | 244'471 CHF | 100.00% | 100.00% |
13.05.2024 | 0.83% | 96.28 % | 97.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'040 CHF | 243'040 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 96.48 % | 97.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'181 CHF | 243'181 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 95.66 % | 96.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'615 CHF | 240'615 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 95.52 % | 96.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'947 CHF | 239'947 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 94.43 % | 95.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'214 CHF | 238'214 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 94.30 % | 95.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'736 CHF | 237'736 CHF | 99.33% | 99.33% |
02.05.2024 | 0.85% | 94.13 % | 94.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'167 CHF | 237'167 CHF | 100.00% | 100.00% |