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% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'075 CHF | 253'100 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'006 CHF | 253'031 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'025 CHF | 253'050 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'018 CHF | 253'043 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'975 CHF | 253'000 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'975 CHF | 253'000 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'852 CHF | 252'877 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'775 CHF | 252'800 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'675 CHF | 252'700 CHF | 99.85% | 99.85% |
02.05.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'582 CHF | 252'598 CHF | 100.00% | 100.00% |