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 | 0.48% | 103.61 % | 104.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'025 CHF | 260'275 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 103.60 % | 104.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'000 CHF | 260'250 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 103.59 % | 104.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'975 CHF | 260'225 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 103.58 % | 104.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'950 CHF | 260'200 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 103.58 % | 104.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'950 CHF | 260'200 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 103.58 % | 104.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'939 CHF | 260'189 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 103.56 % | 104.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'901 CHF | 260'151 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 103.56 % | 104.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'900 CHF | 260'150 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 103.55 % | 104.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'864 CHF | 260'114 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 103.53 % | 104.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'825 CHF | 260'075 CHF | 100.00% | 100.00% |