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% | 111.06 % | 111.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'623 CHF | 279'848 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 111.03 % | 111.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'223 CHF | 279'448 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 110.77 % | 111.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'734 CHF | 278'959 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 110.74 % | 111.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'914 CHF | 279'139 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 110.80 % | 111.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'200 CHF | 279'425 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 110.63 % | 111.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'658 CHF | 278'883 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 110.59 % | 111.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'097 CHF | 278'322 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 110.21 % | 111.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'533 CHF | 277'752 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 109.93 % | 110.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'605 CHF | 276'805 CHF | 98.82% | 98.82% |
02.05.2024 | 0.80% | 109.63 % | 110.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'370 CHF | 276'570 CHF | 100.00% | 100.00% |