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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 104.98 % | 105.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'393 CHF | 264'493 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 104.78 % | 105.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'944 CHF | 264'044 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 104.62 % | 105.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'124 CHF | 263'224 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 104.28 % | 105.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'456 CHF | 262'556 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 104.20 % | 105.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'482 CHF | 262'582 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 104.20 % | 105.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'282 CHF | 262'382 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 103.75 % | 104.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'274 CHF | 261'349 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 103.57 % | 104.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'466 CHF | 260'541 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.96 % | 103.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'513 CHF | 259'588 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'856 CHF | 258'920 CHF | 99.74% | 99.74% |