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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.03.2024 | 0.80% | 128.09 % | 129.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 320'096 CHF | 322'671 CHF | 100.00% | 100.00% |
15.03.2024 | 0.80% | 128.76 % | 129.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 322'885 CHF | 325'484 CHF | 100.00% | 100.00% |
14.03.2024 | 0.80% | 129.01 % | 130.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 323'590 CHF | 326'190 CHF | 100.00% | 100.00% |
13.03.2024 | 0.80% | 129.33 % | 130.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 323'162 CHF | 325'762 CHF | 100.00% | 100.00% |
12.03.2024 | 0.80% | 129.30 % | 130.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 321'663 CHF | 324'244 CHF | 100.00% | 100.00% |
11.03.2024 | 0.80% | 128.15 % | 129.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 320'058 CHF | 322'633 CHF | 100.00% | 100.00% |
08.03.2024 | 0.80% | 127.95 % | 128.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 319'254 CHF | 321'825 CHF | 100.00% | 100.00% |
07.03.2024 | 0.80% | 127.07 % | 128.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 316'812 CHF | 319'357 CHF | 100.00% | 100.00% |
06.03.2024 | 0.80% | 126.17 % | 127.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 315'180 CHF | 317'705 CHF | 100.00% | 100.00% |
29.02.2024 | 0.80% | 125.16 % | 126.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 313'089 CHF | 315'607 CHF | 100.00% | 100.00% |