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 | 0.77% | 103.18 % | 103.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'103 CHF | 260'103 CHF | 100.00% | 100.00% |
15.05.2024 | 0.77% | 103.06 % | 103.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'168 CHF | 259'168 CHF | 100.00% | 100.00% |
14.05.2024 | 0.78% | 102.68 % | 103.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'423 CHF | 258'423 CHF | 100.00% | 100.00% |
13.05.2024 | 0.78% | 102.56 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'394 CHF | 258'394 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 102.47 % | 103.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'069 CHF | 258'069 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 102.02 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'956 CHF | 256'956 CHF | 100.00% | 100.00% |
07.05.2024 | 0.78% | 101.83 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'153 CHF | 256'153 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 101.29 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'327 CHF | 255'327 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 101.14 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'788 CHF | 254'788 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.96 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'740 CHF | 254'740 CHF | 100.00% | 100.00% |