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% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'862 CHF | 255'912 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'825 CHF | 255'875 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'758 CHF | 255'808 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'754 CHF | 255'804 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'750 CHF | 255'800 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'695 CHF | 255'743 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'629 CHF | 255'656 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'509 CHF | 255'534 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'354 CHF | 255'379 CHF | 98.82% | 98.82% |
02.05.2024 | 0.80% | 101.29 % | 102.10 % | 249'000 | 250'000 | 249'004 | 250'000 | 252'137 CHF | 255'170 CHF | 100.00% | 100.00% |