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% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'131 CHF | 253'156 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'894 CHF | 252'919 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'422 CHF | 253'447 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'717 CHF | 253'742 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'731 CHF | 252'754 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 216'000 | 250'000 | 221'564 | 250'375 CHF | 223'667 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.83 % | 100.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'572 CHF | 251'572 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.43 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'797 CHF | 250'797 CHF | 99.59% | 99.59% |
02.05.2024 | 0.80% | 99.32 % | 100.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'636 CHF | 250'636 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 99.59 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'888 CHF | 250'888 CHF | 100.00% | 100.00% |