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% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'167 CHF | 254'192 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'908 CHF | 253'933 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'827 CHF | 253'852 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'631 CHF | 253'656 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'990 CHF | 254'015 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'455 CHF | 253'480 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'495 CHF | 253'520 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'529 CHF | 253'554 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'097 CHF | 253'122 CHF | 99.85% | 99.85% |
02.05.2024 | 0.80% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'210 CHF | 252'213 CHF | 100.00% | 100.00% |