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% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'778 CHF | 252'799 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'618 CHF | 252'632 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'218 CHF | 252'218 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'995 CHF | 251'995 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'493 CHF | 251'493 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.37 % | 100.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'370 CHF | 250'370 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.51 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'534 CHF | 250'534 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.31 % | 99.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'587 CHF | 247'587 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.71 % | 98.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'046 CHF | 246'046 CHF | 99.10% | 99.10% |
02.05.2024 | 0.82% | 96.87 % | 97.67 % | 250'000 | 200'000 | 250'000 | 215'231 | 242'509 CHF | 210'513 CHF | 100.00% | 100.00% |