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% | 102.65 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'643 CHF | 258'693 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'454 CHF | 258'504 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'277 CHF | 258'327 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'959 CHF | 258'009 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'120 CHF | 258'170 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.35 % | 103.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'139 CHF | 258'189 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.50 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'005 CHF | 258'055 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'797 CHF | 257'847 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.17 % | 102.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'716 CHF | 257'766 CHF | 99.14% | 99.14% |
02.05.2024 | 0.80% | 102.23 % | 103.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'541 CHF | 257'591 CHF | 100.00% | 100.00% |