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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'834 CHF | 252'859 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'519 CHF | 252'530 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'474 CHF | 252'479 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.22 % | 101.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'588 CHF | 252'605 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'428 CHF | 252'429 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'207 CHF | 252'207 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'955 CHF | 251'955 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'906 CHF | 254'931 CHF | 99.63% | 99.63% |
02.05.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'385 CHF | 255'410 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'460 CHF | 255'485 CHF | 100.00% | 100.00% |