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% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'132 CHF | 254'157 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'577 CHF | 253'602 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'358 CHF | 253'383 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'277 CHF | 253'302 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'356 CHF | 253'381 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'350 CHF | 252'350 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'333 CHF | 252'333 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'494 CHF | 251'494 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'021 CHF | 251'021 CHF | 99.65% | 99.65% |
02.05.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'181 CHF | 250'181 CHF | 100.00% | 100.00% |