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% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'382 CHF | 252'386 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 249'000 | 250'000 | 249'425 | 249'400 CHF | 250'821 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.70 % | 100.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'977 CHF | 250'977 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'460 CHF | 250'460 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 249'000 | 250'000 | 249'958 | 248'405 CHF | 250'362 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 99.01 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'139 CHF | 249'139 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.74 % | 99.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'114 CHF | 248'114 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 97.77 % | 98.57 % | 250'000 | 248'000 | 250'000 | 249'405 | 244'660 CHF | 246'074 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 97.65 % | 98.45 % | 250'000 | 249'000 | 250'000 | 249'496 | 244'526 CHF | 246'028 CHF | 99.80% | 99.80% |
02.05.2024 | 0.81% | 97.57 % | 98.37 % | 250'000 | 249'000 | 250'000 | 249'018 | 244'457 CHF | 245'489 CHF | 100.00% | 100.00% |