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% | 119.52 % | 120.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 298'854 CHF | 301'254 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 118.68 % | 119.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 295'682 CHF | 298'057 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 117.60 % | 118.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 293'224 CHF | 295'574 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 117.92 % | 118.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 295'120 CHF | 297'495 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 117.42 % | 118.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 292'491 CHF | 294'840 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 115.63 % | 116.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'068 CHF | 291'393 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 116.12 % | 117.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'924 CHF | 292'248 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 112.24 % | 113.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'347 CHF | 282'597 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 111.30 % | 112.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 278'007 CHF | 280'235 CHF | 99.69% | 99.69% |
02.05.2024 | 0.80% | 110.60 % | 111.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'507 CHF | 279'732 CHF | 100.00% | 100.00% |