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 | 0.81% | 98.90 % | 99.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'087 CHF | 249'087 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 98.72 % | 99.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'437 CHF | 249'437 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 98.96 % | 99.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'748 CHF | 249'748 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 99.23 % | 100.03 % | 250'000 | 230'000 | 250'000 | 247'587 | 247'384 CHF | 246'970 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 98.41 % | 99.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'493 CHF | 249'493 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'585 CHF | 247'585 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'023 CHF | 250'023 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.86 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'491 CHF | 251'491 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.51 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'895 CHF | 250'895 CHF | 99.34% | 99.34% |
02.05.2024 | 0.81% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'920 CHF | 248'920 CHF | 100.00% | 100.00% |