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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.80% | 101.08 % | 101.89 % | 244'000 | 250'000 | 244'020 | 250'000 | 246'632 CHF | 254'702 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.99 % | 101.80 % | 241'000 | 250'000 | 241'084 | 250'000 | 243'504 CHF | 254'534 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'104 CHF | 254'129 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'984 CHF | 254'009 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'554 CHF | 253'579 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'254 CHF | 253'274 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'886 CHF | 252'907 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'388 CHF | 252'393 CHF | 99.83% | 99.83% |
02.05.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'394 CHF | 252'403 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 99.61 % | 100.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'392 CHF | 251'392 CHF | 100.00% | 100.00% |