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% | 101.55 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'875 CHF | 255'925 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'850 CHF | 255'900 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'799 CHF | 255'849 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'728 CHF | 255'778 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'774 CHF | 255'824 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.40 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'485 CHF | 255'510 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'263 CHF | 255'288 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'864 CHF | 253'889 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'140 CHF | 253'165 CHF | 98.91% | 98.91% |
02.05.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'448 CHF | 252'454 CHF | 100.00% | 100.00% |