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% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'338 CHF | 253'363 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'246 CHF | 253'271 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'980 CHF | 253'005 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'817 CHF | 252'842 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'682 CHF | 252'707 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'742 CHF | 252'767 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'375 CHF | 252'380 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'212 CHF | 252'212 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'093 CHF | 252'093 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.90 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'666 CHF | 251'666 CHF | 99.84% | 99.84% |