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% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'207 CHF | 254'232 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'476 CHF | 253'501 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'004 CHF | 252'008 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'117 CHF | 251'118 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.49 % | 99.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'391 CHF | 247'391 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 97.32 % | 98.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'516 CHF | 245'516 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.04 % | 98.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'230 CHF | 248'230 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 99.16 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'185 CHF | 249'185 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.39 % | 99.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'826 CHF | 247'826 CHF | 99.37% | 99.37% |
02.05.2024 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'600 CHF | 248'600 CHF | 100.00% | 100.00% |