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% | 105.68 % | 106.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'816 CHF | 265'941 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 104.78 % | 105.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'662 CHF | 263'762 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 104.33 % | 105.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'312 CHF | 262'412 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 104.55 % | 105.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'582 CHF | 263'682 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 104.71 % | 105.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'818 CHF | 263'918 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 104.32 % | 105.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'638 CHF | 262'738 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 103.93 % | 104.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'170 CHF | 261'245 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 103.02 % | 103.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'252 CHF | 259'322 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.21 % | 103.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'383 CHF | 257'433 CHF | 99.85% | 99.85% |
02.05.2024 | 0.80% | 101.75 % | 102.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'748 CHF | 256'798 CHF | 100.00% | 100.00% |