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% | 110.02 % | 110.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'246 CHF | 276'446 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 108.16 % | 109.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'404 CHF | 272'579 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 107.95 % | 108.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'204 CHF | 271'366 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 108.16 % | 109.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'611 CHF | 272'786 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 108.33 % | 109.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'768 CHF | 272'943 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 107.79 % | 108.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'973 CHF | 271'132 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 107.19 % | 108.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'312 CHF | 269'462 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 106.59 % | 107.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'292 CHF | 268'437 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 105.87 % | 106.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'992 CHF | 267'117 CHF | 99.11% | 99.11% |
02.05.2024 | 0.80% | 105.86 % | 106.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'182 CHF | 267'307 CHF | 100.00% | 100.00% |