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% | 102.34 % | 103.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'808 CHF | 257'858 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'754 CHF | 257'804 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.21 % | 103.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'451 CHF | 257'501 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'375 CHF | 257'425 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.18 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'337 CHF | 257'387 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.03 % | 102.85 % | 250'000 | 240'000 | 250'000 | 243'146 | 254'856 CHF | 249'862 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'166 CHF | 257'216 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'730 CHF | 256'780 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.67 % | 102.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'280 CHF | 256'330 CHF | 99.45% | 99.45% |
02.05.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'634 CHF | 255'669 CHF | 100.00% | 100.00% |