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% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'498 CHF | 252'500 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'950 CHF | 251'950 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'554 CHF | 251'554 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.89 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'682 CHF | 251'682 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'818 CHF | 256'868 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'519 CHF | 256'569 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'231 CHF | 256'281 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'818 CHF | 255'868 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'258 CHF | 255'283 CHF | 99.10% | 99.10% |
02.05.2024 | 0.80% | 101.08 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'885 CHF | 254'910 CHF | 100.00% | 100.00% |