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% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'823 CHF | 257'873 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'655 CHF | 257'705 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.19 % | 103.01 % | 250'000 | 230'000 | 250'000 | 234'088 | 255'407 CHF | 241'070 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'335 CHF | 257'385 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'758 CHF | 256'808 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'114 CHF | 256'164 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'414 CHF | 255'440 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'002 CHF | 255'027 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'932 CHF | 253'957 CHF | 99.75% | 99.75% |
02.05.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'479 CHF | 253'504 CHF | 100.00% | 100.00% |