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% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'740 CHF | 251'740 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.80 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'088 CHF | 251'088 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.55 % | 100.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'886 CHF | 250'886 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.51 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'723 CHF | 250'723 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.42 % | 100.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'098 CHF | 251'098 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.36 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'258 CHF | 250'258 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'729 CHF | 249'729 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 98.97 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'656 CHF | 249'656 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.71 % | 99.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'579 CHF | 248'579 CHF | 99.40% | 99.40% |
02.05.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'739 CHF | 253'764 CHF | 100.00% | 100.00% |