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% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'663 CHF | 254'688 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'098 CHF | 254'123 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'776 CHF | 253'801 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'749 CHF | 253'774 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'855 CHF | 253'880 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'659 CHF | 253'684 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'229 CHF | 253'254 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'856 CHF | 252'881 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'481 CHF | 252'489 CHF | 98.91% | 98.91% |
02.05.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'838 CHF | 252'858 CHF | 100.00% | 100.00% |