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 | 0.59% | 101.71 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'401 CHF | 255'901 CHF | 100.00% | 100.00% |
15.05.2024 | 0.59% | 101.54 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'537 CHF | 255'037 CHF | 100.00% | 100.00% |
14.05.2024 | 0.59% | 101.35 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'172 CHF | 254'672 CHF | 100.00% | 100.00% |
13.05.2024 | 0.59% | 101.37 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'366 CHF | 254'866 CHF | 100.00% | 100.00% |
10.05.2024 | 0.59% | 101.27 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'021 CHF | 254'521 CHF | 100.00% | 100.00% |
08.05.2024 | 0.59% | 100.87 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'041 CHF | 253'541 CHF | 100.00% | 100.00% |
07.05.2024 | 0.60% | 100.60 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'155 CHF | 252'655 CHF | 100.00% | 100.00% |
06.05.2024 | 0.60% | 100.31 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'986 CHF | 252'486 CHF | 100.00% | 100.00% |
03.05.2024 | 0.60% | 100.25 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'685 CHF | 252'185 CHF | 100.00% | 100.00% |
02.05.2024 | 0.60% | 100.23 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'024 CHF | 252'524 CHF | 100.00% | 100.00% |