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% | 103.14 % | 103.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'777 CHF | 259'852 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 103.01 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'408 CHF | 259'483 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.91 % | 103.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'261 CHF | 259'336 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'983 CHF | 259'058 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'166 CHF | 259'241 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'392 CHF | 258'442 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.43 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'975 CHF | 258'025 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.19 % | 103.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'494 CHF | 257'544 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'198 CHF | 257'248 CHF | 99.27% | 99.27% |
02.05.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'251 CHF | 256'301 CHF | 100.00% | 100.00% |