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% | 102.93 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'071 CHF | 259'146 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 155'000 | 250'000 | 238'085 | 256'887 CHF | 246'619 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.64 % | 103.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'605 CHF | 258'657 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.48 % | 103.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'415 CHF | 258'465 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'797 CHF | 257'847 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'806 CHF | 257'856 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'583 CHF | 257'633 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'998 CHF | 257'048 CHF | 99.51% | 99.51% |
02.05.2024 | 0.80% | 101.75 % | 102.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'523 CHF | 256'573 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 235'000 | 250'000 | 236'211 | 254'279 CHF | 242'192 CHF | 100.00% | 100.00% |