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% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'251 CHF | 253'275 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'482 CHF | 252'491 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 245'000 | 250'000 | 246'275 | 250'371 CHF | 248'610 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'802 CHF | 252'828 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'081 CHF | 253'106 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'439 CHF | 252'443 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'624 CHF | 251'624 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'563 CHF | 251'563 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.48 % | 100.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'948 CHF | 250'948 CHF | 98.99% | 98.99% |
02.05.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 240'000 | 250'000 | 240'041 | 248'061 CHF | 240'100 CHF | 100.00% | 100.00% |