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% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'939 CHF | 252'964 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'436 CHF | 252'437 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'285 CHF | 252'285 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'686 CHF | 252'711 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'872 CHF | 252'897 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.22 % | 101.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'463 CHF | 252'467 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'059 CHF | 252'059 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'699 CHF | 251'699 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.51 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'829 CHF | 250'829 CHF | 99.71% | 99.71% |
02.05.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'757 CHF | 250'757 CHF | 100.00% | 100.00% |