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% | 104.50 % | 105.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'180 CHF | 263'280 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 104.21 % | 105.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'803 CHF | 261'886 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 103.64 % | 104.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'687 CHF | 260'762 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 103.51 % | 104.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'734 CHF | 260'809 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 103.38 % | 104.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'263 CHF | 260'338 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.75 % | 103.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'692 CHF | 258'745 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.43 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'528 CHF | 257'578 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'293 CHF | 256'343 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'449 CHF | 255'479 CHF | 99.74% | 99.74% |
02.05.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'368 CHF | 255'398 CHF | 100.00% | 100.00% |