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% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'708 CHF | 252'732 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'147 CHF | 253'171 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'946 CHF | 254'971 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'222 CHF | 255'247 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'059 CHF | 255'084 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'926 CHF | 253'951 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'191 CHF | 253'216 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'144 CHF | 253'169 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'191 CHF | 253'215 CHF | 99.03% | 99.03% |
02.05.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'751 CHF | 252'772 CHF | 100.00% | 100.00% |