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% | 121.36 % | 122.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 303'637 CHF | 306'078 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 120.84 % | 121.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 300'612 CHF | 303'025 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 119.68 % | 120.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 298'216 CHF | 300'616 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 119.29 % | 120.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 298'280 CHF | 300'680 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 119.09 % | 120.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 297'143 CHF | 299'526 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 117.44 % | 118.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 293'210 CHF | 295'560 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 116.77 % | 117.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 290'384 CHF | 292'714 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 114.75 % | 115.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 287'344 CHF | 289'648 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 114.19 % | 115.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'469 CHF | 287'767 CHF | 99.16% | 99.16% |
02.05.2024 | 0.80% | 113.61 % | 114.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'009 CHF | 287'301 CHF | 100.00% | 100.00% |