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% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'656 CHF | 257'706 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'684 CHF | 257'734 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.17 % | 102.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'402 CHF | 257'452 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.00 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'225 CHF | 257'275 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'237 CHF | 256'287 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'007 CHF | 255'032 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'561 CHF | 254'586 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'684 CHF | 254'709 CHF | 99.76% | 99.76% |
02.05.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'624 CHF | 253'649 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 215'000 | 250'000 | 225'785 | 252'117 CHF | 229'532 CHF | 100.00% | 100.00% |