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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 103.05 % | 103.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'562 CHF | 259'637 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 102.97 % | 103.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'154 CHF | 259'229 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.93 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'441 CHF | 259'516 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 103.04 % | 103.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'621 CHF | 259'696 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 103.00 % | 103.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'608 CHF | 259'683 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.97 % | 103.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'527 CHF | 259'602 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'869 CHF | 258'936 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'869 CHF | 258'938 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.64 % | 103.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'485 CHF | 258'535 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.43 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'849 CHF | 257'899 CHF | 99.15% | 99.15% |