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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 119.00 % | 119.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 297'433 CHF | 299'833 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 119.06 % | 120.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 297'637 CHF | 300'037 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 118.94 % | 119.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 296'924 CHF | 299'300 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 118.53 % | 119.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 296'173 CHF | 298'548 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 118.58 % | 119.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 296'466 CHF | 298'841 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 118.47 % | 119.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 296'362 CHF | 298'737 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 118.16 % | 119.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 295'336 CHF | 297'711 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 118.15 % | 119.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 294'929 CHF | 297'304 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 117.68 % | 118.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 294'029 CHF | 296'389 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 117.21 % | 118.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 292'798 CHF | 295'148 CHF | 98.78% | 98.78% |