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% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'116 CHF | 254'141 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'812 CHF | 253'837 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'739 CHF | 252'759 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'025 CHF | 253'050 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'862 CHF | 253'887 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'018 CHF | 253'043 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'341 CHF | 252'343 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'310 CHF | 252'312 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'813 CHF | 251'813 CHF | 98.72% | 98.72% |
02.05.2024 | 0.80% | 99.39 % | 100.19 % | 215'000 | 250'000 | 215'145 | 250'000 | 214'228 CHF | 250'935 CHF | 100.00% | 100.00% |