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% | 104.24 % | 105.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'008 CHF | 261'090 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 103.50 % | 104.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'324 CHF | 259'393 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'494 CHF | 259'565 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.66 % | 103.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'360 CHF | 259'428 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.87 % | 103.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'501 CHF | 257'552 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'004 CHF | 249'004 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 97.59 % | 98.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'932 CHF | 245'932 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 96.80 % | 97.60 % | 245'000 | 250'000 | 249'750 | 250'000 | 242'503 CHF | 244'745 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 96.28 % | 97.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'254 CHF | 243'254 CHF | 85.85% | 85.85% |
02.05.2024 | 0.83% | 96.23 % | 97.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'819 CHF | 242'819 CHF | 100.00% | 100.00% |