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% | 120.33 % | 121.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 299'885 CHF | 302'290 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 118.46 % | 119.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 295'999 CHF | 298'374 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 117.89 % | 118.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 293'082 CHF | 295'434 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 118.01 % | 118.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 295'611 CHF | 297'986 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 118.11 % | 119.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 294'509 CHF | 296'878 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 116.60 % | 117.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'434 CHF | 293'780 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 116.86 % | 117.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'706 CHF | 294'051 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 113.54 % | 114.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'939 CHF | 285'212 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 111.82 % | 112.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'781 CHF | 282'031 CHF | 85.84% | 85.84% |
02.05.2024 | 0.80% | 111.30 % | 112.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'193 CHF | 281'439 CHF | 100.00% | 100.00% |