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% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'312 CHF | 254'337 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'289 CHF | 254'314 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'879 CHF | 254'904 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'169 CHF | 255'194 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'206 CHF | 255'234 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'832 CHF | 253'859 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'345 CHF | 255'375 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.50 % | 101.31 % | 150'000 | 250'000 | 243'313 | 250'000 | 244'005 CHF | 252'746 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'528 CHF | 248'529 CHF | 93.70% | 93.70% |
02.05.2024 | 0.80% | 97.86 % | 98.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'106 CHF | 251'109 CHF | 99.99% | 99.99% |