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% | 104.58 % | 105.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'251 CHF | 263'351 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 104.37 % | 105.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'054 CHF | 263'154 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 104.42 % | 105.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'905 CHF | 263'005 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 104.51 % | 105.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'373 CHF | 263'473 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 104.63 % | 105.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'576 CHF | 263'676 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 104.55 % | 105.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'318 CHF | 263'418 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 104.56 % | 105.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'258 CHF | 263'358 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 104.39 % | 105.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'893 CHF | 262'993 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 104.09 % | 104.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'300 CHF | 262'400 CHF | 98.75% | 98.75% |
02.05.2024 | 0.80% | 104.09 % | 104.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'410 CHF | 262'510 CHF | 100.00% | 100.00% |