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% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'951 CHF | 256'001 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'641 CHF | 255'674 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'359 CHF | 255'384 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'324 CHF | 255'349 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'443 CHF | 255'468 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'228 CHF | 255'253 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'098 CHF | 255'123 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'909 CHF | 254'934 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'489 CHF | 254'514 CHF | 99.13% | 99.13% |
02.05.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'213 CHF | 254'238 CHF | 100.00% | 100.00% |