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% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'232 CHF | 253'257 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'206 CHF | 253'231 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'206 CHF | 253'231 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'246 CHF | 253'271 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'176 CHF | 253'201 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'847 CHF | 252'872 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'754 CHF | 252'779 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'654 CHF | 252'679 CHF | 98.91% | 98.91% |
02.05.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'531 CHF | 252'539 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'525 CHF | 252'529 CHF | 100.00% | 100.00% |