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 | 0.77% | 102.90 % | 103.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'527 CHF | 259'527 CHF | 100.00% | 100.00% |
15.05.2024 | 0.78% | 103.07 % | 103.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'814 CHF | 258'814 CHF | 100.00% | 100.00% |
14.05.2024 | 0.78% | 102.13 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'235 CHF | 257'235 CHF | 100.00% | 100.00% |
13.05.2024 | 0.78% | 102.31 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'945 CHF | 257'945 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 102.45 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'410 CHF | 258'410 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 102.37 % | 103.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'247 CHF | 258'247 CHF | 100.00% | 100.00% |
07.05.2024 | 0.78% | 102.28 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'582 CHF | 257'582 CHF | 100.00% | 100.00% |
06.05.2024 | 0.78% | 101.83 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'627 CHF | 256'627 CHF | 100.00% | 100.00% |
03.05.2024 | 0.78% | 101.74 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'905 CHF | 255'905 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 101.17 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'208 CHF | 255'208 CHF | 100.00% | 100.00% |