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% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'495 CHF | 255'523 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'124 CHF | 254'149 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'457 CHF | 253'482 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'755 CHF | 253'780 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'267 CHF | 253'292 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'584 CHF | 253'609 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'132 CHF | 253'157 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'845 CHF | 252'870 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.13 % | 100.93 % | 245'000 | 250'000 | 245'416 | 250'000 | 245'720 CHF | 252'313 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'235 CHF | 252'237 CHF | 99.71% | 99.71% |