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% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'975 CHF | 253'000 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'150 CHF | 253'175 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'175 CHF | 253'200 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'225 CHF | 253'250 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'250 CHF | 253'275 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'300 CHF | 253'325 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'425 CHF | 253'450 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'500 CHF | 253'525 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'525 CHF | 253'550 CHF | 99.70% | 99.70% |
02.05.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'550 CHF | 253'575 CHF | 100.00% | 100.00% |