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 | 0.87% | 91.35 % | 92.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'761 CHF | 231'761 CHF | 100.00% | 100.00% |
15.05.2024 | 0.87% | 91.97 % | 92.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'566 CHF | 230'566 CHF | 100.00% | 100.00% |
14.05.2024 | 0.88% | 90.77 % | 91.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'145 CHF | 228'145 CHF | 100.00% | 100.00% |
13.05.2024 | 0.88% | 90.12 % | 90.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'609 CHF | 228'609 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 90.64 % | 91.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'275 CHF | 229'275 CHF | 100.00% | 100.00% |
08.05.2024 | 0.89% | 89.29 % | 90.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'240 CHF | 225'240 CHF | 100.00% | 100.00% |
07.05.2024 | 0.89% | 89.93 % | 90.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'510 CHF | 226'510 CHF | 100.00% | 100.00% |
06.05.2024 | 0.88% | 89.95 % | 90.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'116 CHF | 229'116 CHF | 98.95% | 98.95% |
03.05.2024 | 0.88% | 91.02 % | 91.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'084 CHF | 229'084 CHF | 98.43% | 98.43% |
02.05.2024 | 0.87% | 91.01 % | 91.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'871 CHF | 230'871 CHF | 96.26% | 96.26% |