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% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'399 CHF | 253'424 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'416 CHF | 252'425 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'702 CHF | 252'725 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'268 CHF | 252'268 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.53 % | 100.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'728 CHF | 250'728 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.24 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'715 CHF | 249'715 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'162 CHF | 249'162 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.57 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'298 CHF | 248'298 CHF | 99.14% | 99.14% |
02.05.2024 | 0.81% | 98.13 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'041 CHF | 248'041 CHF | 100.00% | 100.00% |
30.04.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'663 CHF | 248'663 CHF | 100.00% | 100.00% |