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% | 109.11 % | 109.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'775 CHF | 274'975 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 109.07 % | 109.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'675 CHF | 274'875 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 109.06 % | 109.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'652 CHF | 274'852 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 109.06 % | 109.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'645 CHF | 274'845 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 109.04 % | 109.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'555 CHF | 274'755 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 109.00 % | 109.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'494 CHF | 274'694 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 108.97 % | 109.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'375 CHF | 274'571 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 108.86 % | 109.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'218 CHF | 274'393 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 108.84 % | 109.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'104 CHF | 274'279 CHF | 98.99% | 98.99% |
02.05.2024 | 0.80% | 108.79 % | 109.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'990 CHF | 274'165 CHF | 100.00% | 100.00% |