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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 102.39 % | 103.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'093 CHF | 258'143 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 102.46 % | 103.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'153 CHF | 258'203 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.46 % | 103.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'853 CHF | 257'903 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'516 CHF | 257'566 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.99 % | 102.81 % | 240'000 | 250'000 | 245'838 | 250'000 | 251'200 CHF | 257'499 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'586 CHF | 257'636 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.03 % | 102.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'757 CHF | 256'807 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.81 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'929 CHF | 256'979 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'488 CHF | 256'538 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'462 CHF | 256'512 CHF | 86.25% | 86.25% |