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% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'917 CHF | 257'967 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.35 % | 103.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'869 CHF | 257'919 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'680 CHF | 257'730 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.16 % | 102.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'317 CHF | 257'367 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'860 CHF | 256'910 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'558 CHF | 256'608 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'246 CHF | 256'295 CHF | 99.43% | 99.43% |
06.05.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'957 CHF | 252'978 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.74 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'627 CHF | 250'627 CHF | 99.16% | 99.16% |
02.05.2024 | 0.81% | 97.89 % | 98.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'002 CHF | 247'002 CHF | 100.00% | 100.00% |