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% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'273 CHF | 252'279 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'741 CHF | 251'741 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'534 CHF | 250'534 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'601 CHF | 250'601 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.88 % | 99.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'197 CHF | 249'197 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.77 % | 99.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'282 CHF | 248'282 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.32 % | 99.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'851 CHF | 247'851 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'871 CHF | 246'871 CHF | 99.74% | 99.74% |
02.05.2024 | 0.82% | 97.21 % | 98.01 % | 250'000 | 225'000 | 250'000 | 231'282 | 243'293 CHF | 226'934 CHF | 100.00% | 100.00% |
30.04.2024 | 0.82% | 97.20 % | 98.00 % | 250'000 | 214'000 | 250'000 | 218'575 | 243'485 CHF | 214'626 CHF | 100.00% | 100.00% |