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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.80% | 100.38 % | 101.19 % | 200'000 | 250'000 | 200'028 | 250'000 | 200'880 CHF | 253'090 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'349 CHF | 252'352 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'651 CHF | 251'651 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.67 % | 100.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'929 CHF | 250'929 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'649 CHF | 249'649 CHF | 99.72% | 99.72% |
02.05.2024 | 0.80% | 98.69 % | 99.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'603 CHF | 250'603 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'810 CHF | 252'832 CHF | 100.00% | 100.00% |
29.04.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'321 CHF | 253'346 CHF | 100.00% | 100.00% |
26.04.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'205 CHF | 252'208 CHF | 100.00% | 100.00% |
25.04.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'030 CHF | 252'030 CHF | 100.00% | 100.00% |