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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'933 CHF | 253'958 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'915 CHF | 254'940 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'102 CHF | 254'127 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'405 CHF | 252'414 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'530 CHF | 252'534 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'159 CHF | 254'184 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'791 CHF | 252'813 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'092 CHF | 252'094 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.31 % | 100.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'913 CHF | 249'913 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.48 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'847 CHF | 247'847 CHF | 99.19% | 99.19% |