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% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'201 CHF | 253'226 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'942 CHF | 252'967 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'498 CHF | 252'505 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'640 CHF | 252'661 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'623 CHF | 252'645 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'335 CHF | 252'335 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'082 CHF | 252'082 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.90 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'649 CHF | 251'649 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'897 CHF | 250'897 CHF | 99.23% | 99.23% |
02.05.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'941 CHF | 251'941 CHF | 100.00% | 100.00% |