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% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'260 CHF | 256'310 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'035 CHF | 255'060 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'757 CHF | 253'781 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'696 CHF | 252'711 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'771 CHF | 252'788 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'626 CHF | 252'640 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'385 CHF | 252'394 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.80 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'267 CHF | 251'267 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'261 CHF | 250'261 CHF | 99.11% | 99.11% |
02.05.2024 | 0.80% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'562 CHF | 249'562 CHF | 100.00% | 100.00% |