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% | 102.20 % | 103.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'600 CHF | 257'650 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.11 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'162 CHF | 257'212 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'795 CHF | 256'845 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.99 % | 102.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'792 CHF | 256'842 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'708 CHF | 256'758 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'463 CHF | 256'513 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.72 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'118 CHF | 256'168 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'949 CHF | 255'999 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'184 CHF | 255'209 CHF | 99.72% | 99.72% |
02.05.2024 | 0.80% | 101.08 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'470 CHF | 255'503 CHF | 100.00% | 100.00% |