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% | 102.13 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'325 CHF | 257'375 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'172 CHF | 257'222 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.03 % | 102.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'027 CHF | 257'077 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.00 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'032 CHF | 257'082 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'056 CHF | 257'106 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'047 CHF | 257'097 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'895 CHF | 256'945 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'549 CHF | 256'599 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'336 CHF | 256'386 CHF | 99.63% | 99.63% |
02.05.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'047 CHF | 256'097 CHF | 100.00% | 100.00% |