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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.68% | 102.12 % | 102.82 % | 200'000 | 200'000 | 200'000 | 200'000 | 204'243 CHF | 205'643 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 102.21 % | 102.91 % | 200'000 | 200'000 | 200'000 | 200'000 | 204'432 CHF | 205'832 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 102.12 % | 102.82 % | 200'000 | 200'000 | 200'000 | 200'000 | 204'229 CHF | 205'629 CHF | 100.00% | 100.00% |
07.05.2024 | 0.68% | 102.14 % | 102.84 % | 200'000 | 200'000 | 200'000 | 200'000 | 204'229 CHF | 205'629 CHF | 100.00% | 100.00% |
06.05.2024 | 0.68% | 102.07 % | 102.77 % | 200'000 | 200'000 | 200'000 | 200'000 | 204'139 CHF | 205'539 CHF | 100.00% | 100.00% |
03.05.2024 | 0.68% | 101.92 % | 102.62 % | 200'000 | 200'000 | 200'000 | 200'000 | 203'935 CHF | 205'335 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 101.83 % | 102.53 % | 200'000 | 200'000 | 200'000 | 200'000 | 203'674 CHF | 205'074 CHF | 100.00% | 100.00% |
30.04.2024 | 0.69% | 101.77 % | 102.47 % | 200'000 | 200'000 | 200'000 | 200'000 | 203'492 CHF | 204'892 CHF | 100.00% | 100.00% |
29.04.2024 | 0.69% | 101.46 % | 102.16 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'853 CHF | 204'253 CHF | 100.00% | 100.00% |
26.04.2024 | 0.69% | 101.27 % | 101.97 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'271 CHF | 203'671 CHF | 97.89% | 97.89% |