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% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'960 CHF | 256'010 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'649 CHF | 254'676 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'437 CHF | 253'462 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'327 CHF | 253'352 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'925 CHF | 253'950 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'387 CHF | 252'394 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'035 CHF | 252'035 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'953 CHF | 250'953 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'503 CHF | 249'503 CHF | 98.87% | 98.87% |
02.05.2024 | 0.81% | 98.03 % | 98.83 % | 250'000 | 240'000 | 250'000 | 249'800 | 246'124 CHF | 247'926 CHF | 100.00% | 100.00% |