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% | 101.63 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'063 CHF | 256'113 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'048 CHF | 256'098 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'113 CHF | 256'163 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'007 CHF | 256'057 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.55 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'037 CHF | 256'087 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'406 CHF | 255'432 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.27 % | 102.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'492 CHF | 255'521 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'250 CHF | 255'275 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'759 CHF | 254'784 CHF | 99.59% | 99.59% |
02.05.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'722 CHF | 254'747 CHF | 100.00% | 100.00% |