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% | 104.59 % | 105.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'475 CHF | 263'575 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 104.56 % | 105.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'400 CHF | 263'500 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 104.55 % | 105.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'347 CHF | 263'447 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 104.49 % | 105.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'125 CHF | 263'225 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 103.93 % | 104.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'433 CHF | 261'508 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.81 % | 103.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'295 CHF | 259'368 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.93 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'852 CHF | 259'925 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 103.49 % | 104.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'246 CHF | 260'321 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.76 % | 103.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'785 CHF | 258'847 CHF | 99.50% | 99.50% |
02.05.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'018 CHF | 259'089 CHF | 100.00% | 100.00% |