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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'938 CHF | 253'963 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'156 CHF | 253'181 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 230'000 | 250'000 | 233'377 | 250'846 CHF | 236'059 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'856 CHF | 252'880 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'283 CHF | 252'284 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'348 CHF | 251'348 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'879 CHF | 250'879 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.36 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'435 CHF | 250'435 CHF | 99.33% | 99.33% |
02.05.2024 | 0.80% | 99.37 % | 100.17 % | 250'000 | 230'000 | 250'000 | 231'221 | 249'061 CHF | 232'208 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'218 CHF | 252'222 CHF | 100.00% | 100.00% |