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% | 100.29 % | 101.10 % | 250'000 | 230'000 | 250'000 | 238'650 | 250'822 CHF | 241'372 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'836 CHF | 252'861 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'337 CHF | 252'338 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'357 CHF | 252'358 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'565 CHF | 252'579 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 230'000 | 250'000 | 231'785 | 250'096 CHF | 233'730 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'422 CHF | 252'429 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.28 % | 100.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'067 CHF | 250'067 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.93 % | 99.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'843 CHF | 248'843 CHF | 99.31% | 99.31% |
02.05.2024 | 0.81% | 98.34 % | 99.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'169 CHF | 248'169 CHF | 100.00% | 100.00% |