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% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'154 CHF | 253'179 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'950 CHF | 252'975 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'831 CHF | 252'856 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'806 CHF | 252'831 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'858 CHF | 252'883 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'751 CHF | 252'776 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'568 CHF | 252'593 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'397 CHF | 252'397 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'137 CHF | 252'137 CHF | 99.11% | 99.11% |
02.05.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'308 CHF | 252'308 CHF | 100.00% | 100.00% |