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% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'162 CHF | 255'187 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'789 CHF | 254'814 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'770 CHF | 254'795 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'120 CHF | 255'145 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'165 CHF | 255'190 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'860 CHF | 254'885 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'622 CHF | 254'647 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'435 CHF | 254'460 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'200 CHF | 254'225 CHF | 99.59% | 99.59% |
02.05.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'998 CHF | 254'023 CHF | 100.00% | 100.00% |