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% | 104.27 % | 105.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'441 CHF | 262'533 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 103.67 % | 104.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'970 CHF | 261'052 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 103.53 % | 104.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'368 CHF | 262'462 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 104.40 % | 105.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'469 CHF | 262'564 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 104.38 % | 105.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'370 CHF | 264'470 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 104.13 % | 104.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'528 CHF | 260'605 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 104.10 % | 104.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'365 CHF | 262'461 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 104.29 % | 105.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'898 CHF | 262'998 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 103.93 % | 104.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'639 CHF | 262'736 CHF | 98.33% | 98.33% |
02.05.2024 | 0.80% | 103.41 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'223 CHF | 262'316 CHF | 100.00% | 100.00% |