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% | 101.27 % | 102.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'497 CHF | 255'524 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'786 CHF | 254'810 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'745 CHF | 252'764 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'690 CHF | 253'715 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'427 CHF | 254'452 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'979 CHF | 254'004 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'952 CHF | 252'977 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.83 % | 100.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'755 CHF | 251'755 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'816 CHF | 250'816 CHF | 99.80% | 99.80% |
02.05.2024 | 0.80% | 98.92 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'699 CHF | 249'699 CHF | 100.00% | 100.00% |