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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.80% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'174 CHF | 256'224 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'180 CHF | 256'230 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'304 CHF | 256'354 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'113 CHF | 256'163 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.63 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'114 CHF | 256'164 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'081 CHF | 256'131 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'905 CHF | 255'950 CHF | 98.77% | 98.77% |
02.05.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'035 CHF | 256'082 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'402 CHF | 255'432 CHF | 100.00% | 100.00% |
29.04.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'145 CHF | 255'170 CHF | 100.00% | 100.00% |