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% | 110.30 % | 111.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'771 CHF | 277'996 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 110.27 % | 111.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'469 CHF | 277'681 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 110.05 % | 110.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'900 CHF | 277'100 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 109.97 % | 110.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'098 CHF | 277'298 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 109.91 % | 110.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'530 CHF | 276'730 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 109.57 % | 110.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'811 CHF | 276'011 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 109.52 % | 110.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'663 CHF | 275'863 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 108.51 % | 109.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'287 CHF | 273'462 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 108.21 % | 109.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'470 CHF | 272'645 CHF | 99.23% | 99.23% |
02.05.2024 | 0.80% | 107.91 % | 108.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'001 CHF | 272'176 CHF | 100.00% | 100.00% |