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% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'135 CHF | 253'160 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'913 CHF | 252'938 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'961 CHF | 252'986 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'203 CHF | 253'228 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'817 CHF | 252'838 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'608 CHF | 252'627 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'261 CHF | 251'261 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'744 CHF | 250'744 CHF | 98.70% | 98.70% |
02.05.2024 | 0.80% | 99.18 % | 99.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'353 CHF | 250'353 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 99.41 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'546 CHF | 250'546 CHF | 100.00% | 100.00% |