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% | 100.20 % | 101.00 % | 250'000 | 235'000 | 250'000 | 239'971 | 250'430 CHF | 242'309 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'284 CHF | 252'284 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'663 CHF | 251'663 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.73 % | 100.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'763 CHF | 251'763 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'578 CHF | 251'578 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.41 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'319 CHF | 250'319 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.39 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'856 CHF | 250'856 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.26 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'875 CHF | 249'875 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.90 % | 99.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'183 CHF | 249'183 CHF | 99.61% | 99.61% |
02.05.2024 | 0.81% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'438 CHF | 248'438 CHF | 100.00% | 100.00% |