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% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'750 CHF | 256'800 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'700 CHF | 256'750 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'699 CHF | 256'749 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'650 CHF | 256'700 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'580 CHF | 256'630 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'500 CHF | 256'550 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'394 CHF | 256'444 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'255 CHF | 256'305 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'718 CHF | 255'757 CHF | 98.90% | 98.90% |
02.05.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'669 CHF | 255'707 CHF | 100.00% | 100.00% |