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% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'423 CHF | 257'473 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'215 CHF | 257'265 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'083 CHF | 257'133 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.99 % | 102.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'081 CHF | 257'131 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.96 % | 102.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'918 CHF | 256'968 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'671 CHF | 256'721 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'429 CHF | 256'479 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'208 CHF | 256'258 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'701 CHF | 255'743 CHF | 99.82% | 99.82% |
02.05.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'766 CHF | 255'810 CHF | 100.00% | 100.00% |