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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.80% | 102.94 % | 103.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'883 CHF | 258'949 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.50 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'200 CHF | 258'250 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'312 CHF | 258'363 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.58 % | 103.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'221 CHF | 259'292 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'178 CHF | 258'228 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'193 CHF | 257'243 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'787 CHF | 256'837 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'710 CHF | 256'760 CHF | 99.84% | 99.84% |
02.05.2024 | 0.80% | 101.80 % | 102.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'245 CHF | 256'294 CHF | 99.94% | 99.94% |
30.04.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'705 CHF | 257'755 CHF | 100.00% | 100.00% |