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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'676 CHF | 254'703 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.96 % | 102.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'286 CHF | 256'333 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'213 CHF | 255'241 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'346 CHF | 251'346 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 99.21 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'673 CHF | 248'673 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.10 % | 98.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'213 CHF | 247'213 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.32 % | 98.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'337 CHF | 244'337 CHF | 98.91% | 98.91% |
02.05.2024 | 0.81% | 95.93 % | 96.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'222 CHF | 247'222 CHF | 99.97% | 99.97% |
30.04.2024 | 0.81% | 99.13 % | 99.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'101 CHF | 249'101 CHF | 99.99% | 99.99% |
29.04.2024 | 0.80% | 98.96 % | 99.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'450 CHF | 250'450 CHF | 100.00% | 100.00% |