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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'931 CHF | 253'956 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'103 CHF | 254'126 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'964 CHF | 252'984 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'147 CHF | 253'172 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.86 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'541 CHF | 250'541 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 99.02 % | 99.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'745 CHF | 248'745 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 97.89 % | 98.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'688 CHF | 246'688 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.48 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'468 CHF | 248'468 CHF | 85.91% | 85.91% |
02.05.2024 | 0.81% | 97.71 % | 98.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'891 CHF | 246'891 CHF | 100.00% | 100.00% |
30.04.2024 | 0.82% | 97.49 % | 98.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'277 CHF | 246'277 CHF | 100.00% | 100.00% |