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% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'751 CHF | 253'776 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'837 CHF | 253'862 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'289 CHF | 253'314 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'095 CHF | 252'102 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.75 % | 100.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'788 CHF | 250'788 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.55 % | 100.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'969 CHF | 250'969 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'313 CHF | 250'313 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 99.20 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'364 CHF | 249'364 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.64 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'063 CHF | 248'063 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 97.69 % | 98.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'559 CHF | 246'559 CHF | 98.66% | 98.66% |