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 | 0.80% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'300 CHF | 251'300 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.44 % | 99.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'188 CHF | 248'188 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.25 % | 99.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'326 CHF | 247'326 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 98.90 % | 99.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'602 CHF | 249'602 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.31 % | 100.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'096 CHF | 250'096 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.55 % | 99.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'148 CHF | 248'148 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.19 % | 98.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'567 CHF | 246'567 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.24 % | 98.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'617 CHF | 244'617 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 96.18 % | 96.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'862 CHF | 242'862 CHF | 99.71% | 99.71% |
02.05.2024 | 0.83% | 96.02 % | 96.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'593 CHF | 242'593 CHF | 100.00% | 100.00% |