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% | 97.41 % | 98.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'101 CHF | 246'101 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 97.48 % | 98.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'933 CHF | 244'933 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 96.44 % | 97.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'569 CHF | 243'569 CHF | 100.00% | 100.00% |
13.05.2024 | 0.83% | 96.36 % | 97.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'654 CHF | 242'654 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 95.86 % | 96.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'633 CHF | 241'633 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 95.96 % | 96.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'750 CHF | 241'750 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 95.67 % | 96.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'400 CHF | 240'400 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 94.58 % | 95.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'048 CHF | 238'048 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 94.27 % | 95.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'401 CHF | 237'401 CHF | 99.73% | 99.73% |
02.05.2024 | 0.84% | 94.75 % | 95.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'743 CHF | 238'743 CHF | 100.00% | 100.00% |