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% | 101.94 % | 102.76 % | 250'000 | 230'000 | 250'000 | 230'065 | 254'964 CHF | 236'520 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'917 CHF | 256'967 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'607 CHF | 256'657 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'927 CHF | 256'977 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.81 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'265 CHF | 256'315 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'972 CHF | 256'022 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'786 CHF | 255'833 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 211'000 | 250'000 | 225'251 | 251'865 CHF | 228'753 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 223'000 | 250'000 | 223'687 | 251'118 CHF | 226'498 CHF | 98.91% | 98.91% |
02.05.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'419 CHF | 252'422 CHF | 100.00% | 100.00% |