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 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'337 CHF | 254'362 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'170 CHF | 254'195 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'834 CHF | 253'859 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'868 CHF | 253'893 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'954 CHF | 253'979 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'875 CHF | 253'900 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'686 CHF | 253'711 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'657 CHF | 253'682 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'421 CHF | 253'446 CHF | 99.58% | 99.58% |
02.05.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'293 CHF | 253'318 CHF | 100.00% | 100.00% |