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% | 102.91 % | 103.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'275 CHF | 259'350 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.91 % | 103.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'268 CHF | 259'343 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.81 % | 103.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'891 CHF | 258'964 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.31 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'412 CHF | 258'462 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'363 CHF | 257'413 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'035 CHF | 257'079 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'391 CHF | 256'440 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'677 CHF | 255'711 CHF | 99.61% | 99.61% |
02.05.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'229 CHF | 255'264 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'797 CHF | 251'806 CHF | 100.00% | 100.00% |