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% | 99.31 % | 100.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'285 CHF | 250'285 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'330 CHF | 249'330 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 98.68 % | 99.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'540 CHF | 248'540 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 98.70 % | 99.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'590 CHF | 248'590 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.52 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'742 CHF | 248'742 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.39 % | 99.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'908 CHF | 247'908 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.47 % | 99.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'977 CHF | 247'977 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.19 % | 98.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'104 CHF | 248'104 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.48 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'740 CHF | 247'740 CHF | 99.59% | 99.59% |
02.05.2024 | 0.81% | 97.80 % | 98.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'615 CHF | 246'615 CHF | 100.00% | 100.00% |