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% | 101.47 % | 102.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'299 CHF | 255'326 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'936 CHF | 254'961 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'820 CHF | 254'845 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'499 CHF | 254'524 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'770 CHF | 254'795 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'713 CHF | 253'738 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'317 CHF | 253'342 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'115 CHF | 253'140 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'073 CHF | 253'097 CHF | 98.89% | 98.89% |
02.05.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'594 CHF | 251'594 CHF | 100.00% | 100.00% |