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% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'749 CHF | 252'774 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'411 CHF | 252'411 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'335 CHF | 252'335 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'234 CHF | 252'234 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'312 CHF | 252'312 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'972 CHF | 251'972 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'844 CHF | 251'844 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.92 % | 100.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'732 CHF | 251'732 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'654 CHF | 255'688 CHF | 98.85% | 98.85% |
02.05.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'526 CHF | 255'551 CHF | 100.00% | 100.00% |