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% | 99.39 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'703 CHF | 250'703 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'865 CHF | 255'907 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'500 CHF | 254'525 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'439 CHF | 254'464 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'705 CHF | 254'730 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'835 CHF | 253'860 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'031 CHF | 253'056 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'621 CHF | 252'637 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'165 CHF | 252'168 CHF | 99.88% | 99.88% |
02.05.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'103 CHF | 253'124 CHF | 100.00% | 100.00% |