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% | 101.96 % | 102.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'159 CHF | 257'209 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.39 % | 103.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'504 CHF | 257'554 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'683 CHF | 256'733 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'706 CHF | 256'756 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'454 CHF | 257'503 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'322 CHF | 253'344 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'302 CHF | 254'327 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'362 CHF | 253'387 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'052 CHF | 253'076 CHF | 99.84% | 99.84% |
02.05.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'788 CHF | 250'788 CHF | 100.00% | 100.00% |