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% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'386 CHF | 254'411 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'118 CHF | 253'143 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'418 CHF | 252'423 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'211 CHF | 253'236 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'548 CHF | 252'560 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'523 CHF | 251'523 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'328 CHF | 251'328 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 97.97 % | 98.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'574 CHF | 246'574 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.27 % | 98.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'850 CHF | 244'850 CHF | 99.38% | 99.38% |
02.05.2024 | 0.83% | 96.47 % | 97.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'274 CHF | 243'274 CHF | 100.00% | 100.00% |