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% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'655 CHF | 253'680 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 103.04 % | 103.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'697 CHF | 259'772 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 103.00 % | 103.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'200 CHF | 259'275 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.89 % | 103.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'274 CHF | 259'349 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.94 % | 103.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'400 CHF | 259'475 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'094 CHF | 259'169 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.81 % | 103.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'860 CHF | 258'927 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'991 CHF | 258'041 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'269 CHF | 257'319 CHF | 98.82% | 98.82% |
02.05.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'410 CHF | 257'460 CHF | 100.00% | 100.00% |