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% | 133.86 % | 134.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 334'549 CHF | 337'232 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 133.54 % | 134.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 333'966 CHF | 336'641 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 133.75 % | 134.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 334'569 CHF | 337'257 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 133.92 % | 135.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 334'723 CHF | 337'422 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 133.86 % | 134.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 334'872 CHF | 337'572 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 133.80 % | 134.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 334'254 CHF | 336'929 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 133.72 % | 134.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 334'397 CHF | 337'072 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 133.81 % | 134.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 334'456 CHF | 337'131 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 133.38 % | 134.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 333'693 CHF | 336'368 CHF | 99.53% | 99.53% |
02.05.2024 | 0.80% | 133.31 % | 134.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 333'534 CHF | 336'209 CHF | 100.00% | 100.00% |