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% | 113.68 % | 114.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'721 CHF | 284'994 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 111.32 % | 112.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'379 CHF | 281'626 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 110.72 % | 111.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'246 CHF | 274'433 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 110.05 % | 110.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'315 CHF | 277'524 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 110.27 % | 111.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'024 CHF | 278'242 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 107.73 % | 108.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'223 CHF | 272'395 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 107.97 % | 108.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'477 CHF | 271'640 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 105.68 % | 106.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'211 CHF | 266'332 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 103.28 % | 104.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'085 CHF | 260'159 CHF | 99.41% | 99.41% |
02.05.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'704 CHF | 257'756 CHF | 100.00% | 100.00% |