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% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'379 CHF | 254'404 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'613 CHF | 251'613 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.59 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'979 CHF | 250'979 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'771 CHF | 252'791 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'635 CHF | 252'652 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.61 % | 100.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'610 CHF | 250'610 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'802 CHF | 248'802 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.46 % | 99.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'983 CHF | 247'983 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 97.76 % | 98.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'443 CHF | 246'443 CHF | 99.22% | 99.22% |
02.05.2024 | 0.82% | 97.00 % | 97.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'008 CHF | 245'008 CHF | 100.00% | 100.00% |