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% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'412 CHF | 256'462 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'385 CHF | 256'435 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'264 CHF | 256'314 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'812 CHF | 255'858 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'032 CHF | 256'082 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'232 CHF | 255'258 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'268 CHF | 254'293 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'594 CHF | 253'619 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'910 CHF | 252'933 CHF | 98.92% | 98.92% |
02.05.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'541 CHF | 251'541 CHF | 100.00% | 100.00% |