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% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'018 CHF | 254'043 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'523 CHF | 253'548 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'345 CHF | 253'370 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'785 CHF | 253'810 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'937 CHF | 253'962 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'430 CHF | 253'455 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'489 CHF | 253'514 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'104 CHF | 253'129 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'349 CHF | 252'351 CHF | 99.23% | 99.23% |
02.05.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'166 CHF | 252'166 CHF | 100.00% | 100.00% |