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% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'225 CHF | 253'250 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'986 CHF | 250'986 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'728 CHF | 250'728 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'067 CHF | 252'067 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'712 CHF | 251'712 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.18 % | 99.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'496 CHF | 249'496 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.63 % | 99.43 % | 206'000 | 250'000 | 235'439 | 250'000 | 231'583 CHF | 247'926 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.20 % | 99.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'739 CHF | 247'739 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 97.87 % | 98.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'015 CHF | 247'015 CHF | 99.50% | 99.50% |
02.05.2024 | 0.81% | 97.73 % | 98.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'497 CHF | 246'497 CHF | 100.00% | 100.00% |