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% | 104.28 % | 105.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'315 CHF | 262'414 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 103.33 % | 104.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'283 CHF | 260'358 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 103.17 % | 104.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'664 CHF | 259'739 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 103.31 % | 104.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'396 CHF | 260'471 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 103.41 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'476 CHF | 260'551 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 103.12 % | 103.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'530 CHF | 259'605 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.81 % | 103.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'732 CHF | 258'795 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.46 % | 103.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'196 CHF | 258'246 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.16 % | 102.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'508 CHF | 257'558 CHF | 99.65% | 99.65% |
02.05.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'525 CHF | 257'575 CHF | 100.00% | 100.00% |