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 | 0.85% | 93.52 % | 94.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'079 CHF | 236'079 CHF | 100.00% | 100.00% |
15.05.2024 | 0.86% | 92.98 % | 93.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'160 CHF | 233'160 CHF | 100.00% | 100.00% |
14.05.2024 | 0.86% | 92.01 % | 92.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'194 CHF | 233'194 CHF | 100.00% | 100.00% |
13.05.2024 | 0.86% | 92.32 % | 93.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'639 CHF | 234'639 CHF | 100.00% | 100.00% |
10.05.2024 | 0.85% | 93.41 % | 94.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'622 CHF | 237'622 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 95.88 % | 96.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'662 CHF | 242'662 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 97.29 % | 98.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'615 CHF | 245'615 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.29 % | 98.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'598 CHF | 245'598 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 96.77 % | 97.57 % | 250'000 | 230'000 | 250'000 | 248'298 | 241'318 CHF | 241'656 CHF | 99.38% | 99.38% |
02.05.2024 | 0.83% | 96.36 % | 97.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'768 CHF | 242'768 CHF | 100.00% | 100.00% |