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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'630 CHF | 253'655 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'617 CHF | 253'642 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'407 CHF | 253'432 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'495 CHF | 253'520 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'196 CHF | 253'221 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'693 CHF | 252'716 CHF | 99.22% | 99.22% |
02.05.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'888 CHF | 252'912 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'087 CHF | 253'112 CHF | 100.00% | 100.00% |
29.04.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'275 CHF | 253'300 CHF | 100.00% | 100.00% |
26.04.2024 | 0.80% | 100.22 % | 101.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'058 CHF | 252'059 CHF | 72.23% | 72.23% |