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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'130 CHF | 254'155 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'107 CHF | 254'132 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'896 CHF | 253'921 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'876 CHF | 253'901 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'363 CHF | 253'388 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'172 CHF | 253'197 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'240 CHF | 253'265 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'865 CHF | 252'890 CHF | 99.05% | 99.05% |
02.05.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'132 CHF | 252'132 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'060 CHF | 252'060 CHF | 100.00% | 100.00% |