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% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'750 CHF | 256'800 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.87 % | 102.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'556 CHF | 256'606 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'256 CHF | 256'306 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'235 CHF | 256'285 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'213 CHF | 256'263 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'096 CHF | 256'146 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'926 CHF | 255'976 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'739 CHF | 255'789 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'373 CHF | 255'399 CHF | 99.48% | 99.48% |
02.05.2024 | 0.80% | 101.17 % | 101.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'160 CHF | 255'185 CHF | 100.00% | 100.00% |