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% | 100.04 % | 100.84 % | 250'000 | 238'000 | 250'000 | 244'747 | 250'210 CHF | 246'914 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'712 CHF | 252'732 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'782 CHF | 252'804 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'615 CHF | 251'615 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'950 CHF | 250'950 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.34 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'373 CHF | 250'373 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'534 CHF | 250'534 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.24 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'165 CHF | 250'165 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.94 % | 99.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'247 CHF | 249'247 CHF | 99.16% | 99.16% |
02.05.2024 | 0.81% | 98.63 % | 99.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'508 CHF | 248'508 CHF | 100.00% | 100.00% |