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% | 102.65 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'630 CHF | 258'680 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.63 % | 103.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'564 CHF | 258'614 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.56 % | 103.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'378 CHF | 258'428 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'289 CHF | 258'339 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'235 CHF | 258'285 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'099 CHF | 258'149 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'168 CHF | 258'218 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'070 CHF | 258'120 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'707 CHF | 257'757 CHF | 99.26% | 99.26% |
02.05.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'855 CHF | 257'905 CHF | 100.00% | 100.00% |