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 | 0.48% | 104.73 % | 105.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'860 CHF | 263'110 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 104.73 % | 105.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'682 CHF | 262'932 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 104.63 % | 105.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'628 CHF | 262'878 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 104.65 % | 105.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'606 CHF | 262'856 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 104.65 % | 105.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'611 CHF | 262'861 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 104.63 % | 105.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'527 CHF | 262'777 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 104.60 % | 105.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'481 CHF | 262'731 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 104.55 % | 105.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'371 CHF | 262'621 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 104.54 % | 105.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'281 CHF | 262'531 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 104.40 % | 104.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'145 CHF | 262'395 CHF | 100.00% | 100.00% |