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% | 132.99 % | 134.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 332'732 CHF | 335'407 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 132.49 % | 133.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 329'578 CHF | 332'228 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 131.26 % | 132.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 327'076 CHF | 329'701 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 130.80 % | 131.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 327'166 CHF | 329'791 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 130.63 % | 131.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 326'005 CHF | 328'628 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 128.87 % | 129.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 321'802 CHF | 324'382 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 128.17 % | 129.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 318'719 CHF | 321'278 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 126.00 % | 127.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 315'409 CHF | 317'942 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 125.38 % | 126.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 313'354 CHF | 315'875 CHF | 98.77% | 98.77% |
02.05.2024 | 0.80% | 124.69 % | 125.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 312'840 CHF | 315'355 CHF | 100.00% | 100.00% |