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% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'870 CHF | 255'920 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'746 CHF | 255'796 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'583 CHF | 255'608 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'764 CHF | 255'813 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'095 CHF | 255'120 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'956 CHF | 254'981 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'698 CHF | 254'723 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'558 CHF | 254'583 CHF | 99.59% | 99.59% |
02.05.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'189 CHF | 254'214 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'373 CHF | 254'398 CHF | 100.00% | 100.00% |