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% | 102.93 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'325 CHF | 259'400 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.91 % | 103.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'275 CHF | 259'350 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.90 % | 103.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'250 CHF | 259'325 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.88 % | 103.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'200 CHF | 259'275 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.87 % | 103.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'166 CHF | 259'241 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.81 % | 103.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'101 CHF | 259'176 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'084 CHF | 259'159 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'043 CHF | 259'118 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'759 CHF | 258'821 CHF | 99.13% | 99.13% |
02.05.2024 | 0.80% | 102.73 % | 103.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'808 CHF | 258'880 CHF | 100.00% | 100.00% |