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% | 105.81 % | 106.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'478 CHF | 267'603 CHF | 98.83% | 98.83% |
15.05.2024 | 0.80% | 104.52 % | 105.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'485 CHF | 262'584 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 103.63 % | 104.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'222 CHF | 260'297 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 104.46 % | 105.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'182 CHF | 263'282 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 104.46 % | 105.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'942 CHF | 263'042 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'866 CHF | 257'916 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'954 CHF | 254'980 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'667 CHF | 253'692 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'893 CHF | 250'895 CHF | 98.96% | 98.96% |
02.05.2024 | 0.81% | 98.09 % | 98.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'149 CHF | 249'149 CHF | 100.00% | 100.00% |