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% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'313 CHF | 255'338 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'325 CHF | 255'350 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'154 CHF | 255'179 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'059 CHF | 255'084 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'015 CHF | 255'040 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'877 CHF | 254'902 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'101 CHF | 255'126 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'933 CHF | 254'958 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'900 CHF | 254'925 CHF | 99.26% | 99.26% |
02.05.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'208 CHF | 255'233 CHF | 100.00% | 100.00% |