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% | 101.05 % | 101.86 % | 250'000 | 245'000 | 250'000 | 248'932 | 252'578 CHF | 253'515 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'644 CHF | 253'669 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'532 CHF | 252'539 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'292 CHF | 252'301 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.66 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'317 CHF | 251'317 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.76 % | 100.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'481 CHF | 251'481 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.36 % | 99.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'332 CHF | 247'332 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.44 % | 98.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'593 CHF | 245'593 CHF | 99.68% | 99.68% |
02.05.2024 | 0.82% | 96.83 % | 97.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'812 CHF | 243'812 CHF | 100.00% | 100.00% |
30.04.2024 | 0.82% | 96.15 % | 96.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'445 CHF | 244'445 CHF | 100.00% | 100.00% |