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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.80% | 104.54 % | 105.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'307 CHF | 263'407 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 104.53 % | 105.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'354 CHF | 263'454 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 104.16 % | 105.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'531 CHF | 262'631 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 105.01 % | 105.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'267 CHF | 264'367 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 104.33 % | 105.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'270 CHF | 263'370 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 104.76 % | 105.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'511 CHF | 263'611 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 104.61 % | 105.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'132 CHF | 263'232 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 104.21 % | 105.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'045 CHF | 262'139 CHF | 98.84% | 98.84% |
02.05.2024 | 0.80% | 103.48 % | 104.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'020 CHF | 261'095 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 103.65 % | 104.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'463 CHF | 261'538 CHF | 100.00% | 100.00% |