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% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'450 CHF | 256'500 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'303 CHF | 256'353 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'113 CHF | 256'163 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'060 CHF | 256'110 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'879 CHF | 255'929 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'343 CHF | 255'370 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'895 CHF | 254'920 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'229 CHF | 254'254 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'179 CHF | 253'201 CHF | 99.20% | 99.20% |
02.05.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'908 CHF | 253'931 CHF | 100.00% | 100.00% |