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% | 156.16 % | 157.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 390'339 CHF | 393'474 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 156.04 % | 157.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 391'214 CHF | 394'356 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 156.36 % | 157.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 389'056 CHF | 392'181 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 155.82 % | 157.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 389'751 CHF | 392'877 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 155.77 % | 157.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 390'288 CHF | 393'425 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 153.19 % | 154.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 381'561 CHF | 384'625 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 152.45 % | 153.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 378'986 CHF | 382'030 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 149.99 % | 151.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 372'722 CHF | 375'715 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 146.19 % | 147.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 369'356 CHF | 372'321 CHF | 99.68% | 99.68% |
02.05.2024 | 0.80% | 148.24 % | 149.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 369'611 CHF | 372'578 CHF | 100.00% | 100.00% |