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% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'385 CHF | 254'410 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'908 CHF | 252'932 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'213 CHF | 251'213 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'055 CHF | 252'056 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'273 CHF | 252'277 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.46 % | 100.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'692 CHF | 250'692 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.31 % | 100.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'503 CHF | 249'503 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'876 CHF | 247'876 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.69 % | 98.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'167 CHF | 245'167 CHF | 99.35% | 99.35% |
02.05.2024 | 0.81% | 96.36 % | 97.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'575 CHF | 247'575 CHF | 100.00% | 100.00% |