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% | 102.60 % | 103.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'500 CHF | 258'550 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.57 % | 103.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'405 CHF | 258'455 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'346 CHF | 258'396 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'350 CHF | 258'400 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'412 CHF | 258'462 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'373 CHF | 258'423 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'300 CHF | 258'350 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'204 CHF | 258'254 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'061 CHF | 258'111 CHF | 99.78% | 99.78% |
02.05.2024 | 0.80% | 102.40 % | 103.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'083 CHF | 258'133 CHF | 100.00% | 100.00% |