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% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'923 CHF | 253'948 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'760 CHF | 253'785 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'628 CHF | 253'653 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'354 CHF | 253'379 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'894 CHF | 252'919 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'843 CHF | 252'868 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'385 CHF | 252'386 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'470 CHF | 252'479 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'265 CHF | 252'265 CHF | 99.84% | 99.84% |
02.05.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'158 CHF | 252'158 CHF | 100.00% | 100.00% |